{
 "cells": [
  {
   "cell_type": "code",
   "execution_count": 58,
   "metadata": {
    "collapsed": true
   },
   "outputs": [],
   "source": [
    "import  numpy as np\n",
    "import pandas as pd"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 59,
   "outputs": [
    {
     "data": {
      "text/plain": "     TradingDate  RiskPremium1      SMB1      HML1      RMW1      CMA1\n0     1994-01-03      0.079834 -0.000496 -0.011651 -0.000681 -0.007612\n1     1994-01-04     -0.011240  0.003000 -0.007622 -0.008411 -0.004108\n2     1994-01-05      0.014063  0.017202 -0.001536 -0.007849 -0.011222\n3     1994-01-06      0.041060  0.007946 -0.002556 -0.003290 -0.002598\n4     1994-01-07      0.007251  0.003594  0.022626  0.005095 -0.006327\n...          ...           ...       ...       ...       ...       ...\n7152  2023-06-05      0.001641  0.008587  0.006197 -0.003654  0.009869\n7153  2023-06-06     -0.007453 -0.007613  0.005481  0.000095  0.002262\n7154  2023-06-07      0.001463  0.007993  0.007309 -0.007985  0.005857\n7155  2023-06-08      0.008709 -0.010472  0.009334  0.003087  0.002810\n7156  2023-06-09      0.004999 -0.000813 -0.004312 -0.008448  0.000680\n\n[7157 rows x 6 columns]",
      "text/html": "<div>\n<style scoped>\n    .dataframe tbody tr th:only-of-type {\n        vertical-align: middle;\n    }\n\n    .dataframe tbody tr th {\n        vertical-align: top;\n    }\n\n    .dataframe thead th {\n        text-align: right;\n    }\n</style>\n<table border=\"1\" class=\"dataframe\">\n  <thead>\n    <tr style=\"text-align: right;\">\n      <th></th>\n      <th>TradingDate</th>\n      <th>RiskPremium1</th>\n      <th>SMB1</th>\n      <th>HML1</th>\n      <th>RMW1</th>\n      <th>CMA1</th>\n    </tr>\n  </thead>\n  <tbody>\n    <tr>\n      <th>0</th>\n      <td>1994-01-03</td>\n      <td>0.079834</td>\n      <td>-0.000496</td>\n      <td>-0.011651</td>\n      <td>-0.000681</td>\n      <td>-0.007612</td>\n    </tr>\n    <tr>\n      <th>1</th>\n      <td>1994-01-04</td>\n      <td>-0.011240</td>\n      <td>0.003000</td>\n      <td>-0.007622</td>\n      <td>-0.008411</td>\n      <td>-0.004108</td>\n    </tr>\n    <tr>\n      <th>2</th>\n      <td>1994-01-05</td>\n      <td>0.014063</td>\n      <td>0.017202</td>\n      <td>-0.001536</td>\n      <td>-0.007849</td>\n      <td>-0.011222</td>\n    </tr>\n    <tr>\n      <th>3</th>\n      <td>1994-01-06</td>\n      <td>0.041060</td>\n      <td>0.007946</td>\n      <td>-0.002556</td>\n      <td>-0.003290</td>\n      <td>-0.002598</td>\n    </tr>\n    <tr>\n      <th>4</th>\n      <td>1994-01-07</td>\n      <td>0.007251</td>\n      <td>0.003594</td>\n      <td>0.022626</td>\n      <td>0.005095</td>\n      <td>-0.006327</td>\n    </tr>\n    <tr>\n      <th>...</th>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n    </tr>\n    <tr>\n      <th>7152</th>\n      <td>2023-06-05</td>\n      <td>0.001641</td>\n      <td>0.008587</td>\n      <td>0.006197</td>\n      <td>-0.003654</td>\n      <td>0.009869</td>\n    </tr>\n    <tr>\n      <th>7153</th>\n      <td>2023-06-06</td>\n      <td>-0.007453</td>\n      <td>-0.007613</td>\n      <td>0.005481</td>\n      <td>0.000095</td>\n      <td>0.002262</td>\n    </tr>\n    <tr>\n      <th>7154</th>\n      <td>2023-06-07</td>\n      <td>0.001463</td>\n      <td>0.007993</td>\n      <td>0.007309</td>\n      <td>-0.007985</td>\n      <td>0.005857</td>\n    </tr>\n    <tr>\n      <th>7155</th>\n      <td>2023-06-08</td>\n      <td>0.008709</td>\n      <td>-0.010472</td>\n      <td>0.009334</td>\n      <td>0.003087</td>\n      <td>0.002810</td>\n    </tr>\n    <tr>\n      <th>7156</th>\n      <td>2023-06-09</td>\n      <td>0.004999</td>\n      <td>-0.000813</td>\n      <td>-0.004312</td>\n      <td>-0.008448</td>\n      <td>0.000680</td>\n    </tr>\n  </tbody>\n</table>\n<p>7157 rows × 6 columns</p>\n</div>"
     },
     "execution_count": 59,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "factors5=pd.read_excel('5factors.xlsx',usecols=[0,1,2,3,4,5])\n",
    "factors5"
   ],
   "metadata": {
    "collapsed": false
   }
  },
  {
   "cell_type": "code",
   "execution_count": 60,
   "outputs": [
    {
     "data": {
      "text/plain": "     TradingDate  RiskPremium1      SMB1      HML1      RMW1      CMA1\n1478  2000-01-04      0.029365 -0.005226  0.000991 -0.001151  0.001218\n1479  2000-01-05      0.004097  0.004040 -0.002697 -0.010779  0.001306\n1480  2000-01-06      0.040463 -0.014489  0.002855  0.002492 -0.001186\n1481  2000-01-07      0.036587 -0.002845  0.000084  0.002324 -0.004625\n1482  2000-01-10      0.018378  0.006206 -0.000718  0.000626 -0.003095\n...          ...           ...       ...       ...       ...       ...\n7152  2023-06-05      0.001641  0.008587  0.006197 -0.003654  0.009869\n7153  2023-06-06     -0.007453 -0.007613  0.005481  0.000095  0.002262\n7154  2023-06-07      0.001463  0.007993  0.007309 -0.007985  0.005857\n7155  2023-06-08      0.008709 -0.010472  0.009334  0.003087  0.002810\n7156  2023-06-09      0.004999 -0.000813 -0.004312 -0.008448  0.000680\n\n[5679 rows x 6 columns]",
      "text/html": "<div>\n<style scoped>\n    .dataframe tbody tr th:only-of-type {\n        vertical-align: middle;\n    }\n\n    .dataframe tbody tr th {\n        vertical-align: top;\n    }\n\n    .dataframe thead th {\n        text-align: right;\n    }\n</style>\n<table border=\"1\" class=\"dataframe\">\n  <thead>\n    <tr style=\"text-align: right;\">\n      <th></th>\n      <th>TradingDate</th>\n      <th>RiskPremium1</th>\n      <th>SMB1</th>\n      <th>HML1</th>\n      <th>RMW1</th>\n      <th>CMA1</th>\n    </tr>\n  </thead>\n  <tbody>\n    <tr>\n      <th>1478</th>\n      <td>2000-01-04</td>\n      <td>0.029365</td>\n      <td>-0.005226</td>\n      <td>0.000991</td>\n      <td>-0.001151</td>\n      <td>0.001218</td>\n    </tr>\n    <tr>\n      <th>1479</th>\n      <td>2000-01-05</td>\n      <td>0.004097</td>\n      <td>0.004040</td>\n      <td>-0.002697</td>\n      <td>-0.010779</td>\n      <td>0.001306</td>\n    </tr>\n    <tr>\n      <th>1480</th>\n      <td>2000-01-06</td>\n      <td>0.040463</td>\n      <td>-0.014489</td>\n      <td>0.002855</td>\n      <td>0.002492</td>\n      <td>-0.001186</td>\n    </tr>\n    <tr>\n      <th>1481</th>\n      <td>2000-01-07</td>\n      <td>0.036587</td>\n      <td>-0.002845</td>\n      <td>0.000084</td>\n      <td>0.002324</td>\n      <td>-0.004625</td>\n    </tr>\n    <tr>\n      <th>1482</th>\n      <td>2000-01-10</td>\n      <td>0.018378</td>\n      <td>0.006206</td>\n      <td>-0.000718</td>\n      <td>0.000626</td>\n      <td>-0.003095</td>\n    </tr>\n    <tr>\n      <th>...</th>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n    </tr>\n    <tr>\n      <th>7152</th>\n      <td>2023-06-05</td>\n      <td>0.001641</td>\n      <td>0.008587</td>\n      <td>0.006197</td>\n      <td>-0.003654</td>\n      <td>0.009869</td>\n    </tr>\n    <tr>\n      <th>7153</th>\n      <td>2023-06-06</td>\n      <td>-0.007453</td>\n      <td>-0.007613</td>\n      <td>0.005481</td>\n      <td>0.000095</td>\n      <td>0.002262</td>\n    </tr>\n    <tr>\n      <th>7154</th>\n      <td>2023-06-07</td>\n      <td>0.001463</td>\n      <td>0.007993</td>\n      <td>0.007309</td>\n      <td>-0.007985</td>\n      <td>0.005857</td>\n    </tr>\n    <tr>\n      <th>7155</th>\n      <td>2023-06-08</td>\n      <td>0.008709</td>\n      <td>-0.010472</td>\n      <td>0.009334</td>\n      <td>0.003087</td>\n      <td>0.002810</td>\n    </tr>\n    <tr>\n      <th>7156</th>\n      <td>2023-06-09</td>\n      <td>0.004999</td>\n      <td>-0.000813</td>\n      <td>-0.004312</td>\n      <td>-0.008448</td>\n      <td>0.000680</td>\n    </tr>\n  </tbody>\n</table>\n<p>5679 rows × 6 columns</p>\n</div>"
     },
     "execution_count": 60,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "factors5['TradingDate']=pd.to_datetime(factors5['TradingDate'],format='%Y-%m-%d')\n",
    "ind=factors5['TradingDate']>=pd.to_datetime('2000-01-01',format='%Y-%m-%d')\n",
    "factors5=factors5[ind]\n",
    "factors5"
   ],
   "metadata": {
    "collapsed": false
   }
  },
  {
   "cell_type": "code",
   "execution_count": 61,
   "outputs": [
    {
     "data": {
      "text/plain": "     TradingDate  RiskPremium1      SMB1      HML1      RMW1      CMA1\n2194  2003-01-02     -0.026876  0.003529 -0.007816 -0.007281  0.003059\n2195  2003-01-03     -0.000282  0.002438 -0.001728 -0.003689  0.002107\n2196  2003-01-06      0.011917  0.003330 -0.002044 -0.002220 -0.001459\n2197  2003-01-07      0.000447  0.002028 -0.000365 -0.001611  0.002037\n2198  2003-01-08      0.030113 -0.002600  0.004565  0.000754 -0.000581\n...          ...           ...       ...       ...       ...       ...\n7152  2023-06-05      0.001641  0.008587  0.006197 -0.003654  0.009869\n7153  2023-06-06     -0.007453 -0.007613  0.005481  0.000095  0.002262\n7154  2023-06-07      0.001463  0.007993  0.007309 -0.007985  0.005857\n7155  2023-06-08      0.008709 -0.010472  0.009334  0.003087  0.002810\n7156  2023-06-09      0.004999 -0.000813 -0.004312 -0.008448  0.000680\n\n[4963 rows x 6 columns]",
      "text/html": "<div>\n<style scoped>\n    .dataframe tbody tr th:only-of-type {\n        vertical-align: middle;\n    }\n\n    .dataframe tbody tr th {\n        vertical-align: top;\n    }\n\n    .dataframe thead th {\n        text-align: right;\n    }\n</style>\n<table border=\"1\" class=\"dataframe\">\n  <thead>\n    <tr style=\"text-align: right;\">\n      <th></th>\n      <th>TradingDate</th>\n      <th>RiskPremium1</th>\n      <th>SMB1</th>\n      <th>HML1</th>\n      <th>RMW1</th>\n      <th>CMA1</th>\n    </tr>\n  </thead>\n  <tbody>\n    <tr>\n      <th>2194</th>\n      <td>2003-01-02</td>\n      <td>-0.026876</td>\n      <td>0.003529</td>\n      <td>-0.007816</td>\n      <td>-0.007281</td>\n      <td>0.003059</td>\n    </tr>\n    <tr>\n      <th>2195</th>\n      <td>2003-01-03</td>\n      <td>-0.000282</td>\n      <td>0.002438</td>\n      <td>-0.001728</td>\n      <td>-0.003689</td>\n      <td>0.002107</td>\n    </tr>\n    <tr>\n      <th>2196</th>\n      <td>2003-01-06</td>\n      <td>0.011917</td>\n      <td>0.003330</td>\n      <td>-0.002044</td>\n      <td>-0.002220</td>\n      <td>-0.001459</td>\n    </tr>\n    <tr>\n      <th>2197</th>\n      <td>2003-01-07</td>\n      <td>0.000447</td>\n      <td>0.002028</td>\n      <td>-0.000365</td>\n      <td>-0.001611</td>\n      <td>0.002037</td>\n    </tr>\n    <tr>\n      <th>2198</th>\n      <td>2003-01-08</td>\n      <td>0.030113</td>\n      <td>-0.002600</td>\n      <td>0.004565</td>\n      <td>0.000754</td>\n      <td>-0.000581</td>\n    </tr>\n    <tr>\n      <th>...</th>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n    </tr>\n    <tr>\n      <th>7152</th>\n      <td>2023-06-05</td>\n      <td>0.001641</td>\n      <td>0.008587</td>\n      <td>0.006197</td>\n      <td>-0.003654</td>\n      <td>0.009869</td>\n    </tr>\n    <tr>\n      <th>7153</th>\n      <td>2023-06-06</td>\n      <td>-0.007453</td>\n      <td>-0.007613</td>\n      <td>0.005481</td>\n      <td>0.000095</td>\n      <td>0.002262</td>\n    </tr>\n    <tr>\n      <th>7154</th>\n      <td>2023-06-07</td>\n      <td>0.001463</td>\n      <td>0.007993</td>\n      <td>0.007309</td>\n      <td>-0.007985</td>\n      <td>0.005857</td>\n    </tr>\n    <tr>\n      <th>7155</th>\n      <td>2023-06-08</td>\n      <td>0.008709</td>\n      <td>-0.010472</td>\n      <td>0.009334</td>\n      <td>0.003087</td>\n      <td>0.002810</td>\n    </tr>\n    <tr>\n      <th>7156</th>\n      <td>2023-06-09</td>\n      <td>0.004999</td>\n      <td>-0.000813</td>\n      <td>-0.004312</td>\n      <td>-0.008448</td>\n      <td>0.000680</td>\n    </tr>\n  </tbody>\n</table>\n<p>4963 rows × 6 columns</p>\n</div>"
     },
     "execution_count": 61,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "ind=factors5['TradingDate']>=pd.to_datetime('2003-01-01',format='%Y-%m-%d')\n",
    "factors5=factors5[ind]\n",
    "factors5"
   ],
   "metadata": {
    "collapsed": false
   }
  },
  {
   "cell_type": "code",
   "execution_count": 62,
   "outputs": [
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "E:\\Python37\\lib\\site-packages\\ipykernel_launcher.py:1: SettingWithCopyWarning: \n",
      "A value is trying to be set on a copy of a slice from a DataFrame.\n",
      "Try using .loc[row_indexer,col_indexer] = value instead\n",
      "\n",
      "See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy\n",
      "  \"\"\"Entry point for launching an IPython kernel.\n"
     ]
    },
    {
     "data": {
      "text/plain": "     TradingDate  RiskPremium1      SMB1      HML1      RMW1      CMA1  YYYYmm\n2194  2003-01-02     -0.026876  0.003529 -0.007816 -0.007281  0.003059  200301\n2195  2003-01-03     -0.000282  0.002438 -0.001728 -0.003689  0.002107  200301\n2196  2003-01-06      0.011917  0.003330 -0.002044 -0.002220 -0.001459  200301\n2197  2003-01-07      0.000447  0.002028 -0.000365 -0.001611  0.002037  200301\n2198  2003-01-08      0.030113 -0.002600  0.004565  0.000754 -0.000581  200301\n...          ...           ...       ...       ...       ...       ...     ...\n7152  2023-06-05      0.001641  0.008587  0.006197 -0.003654  0.009869  202306\n7153  2023-06-06     -0.007453 -0.007613  0.005481  0.000095  0.002262  202306\n7154  2023-06-07      0.001463  0.007993  0.007309 -0.007985  0.005857  202306\n7155  2023-06-08      0.008709 -0.010472  0.009334  0.003087  0.002810  202306\n7156  2023-06-09      0.004999 -0.000813 -0.004312 -0.008448  0.000680  202306\n\n[4963 rows x 7 columns]",
      "text/html": "<div>\n<style scoped>\n    .dataframe tbody tr th:only-of-type {\n        vertical-align: middle;\n    }\n\n    .dataframe tbody tr th {\n        vertical-align: top;\n    }\n\n    .dataframe thead th {\n        text-align: right;\n    }\n</style>\n<table border=\"1\" class=\"dataframe\">\n  <thead>\n    <tr style=\"text-align: right;\">\n      <th></th>\n      <th>TradingDate</th>\n      <th>RiskPremium1</th>\n      <th>SMB1</th>\n      <th>HML1</th>\n      <th>RMW1</th>\n      <th>CMA1</th>\n      <th>YYYYmm</th>\n    </tr>\n  </thead>\n  <tbody>\n    <tr>\n      <th>2194</th>\n      <td>2003-01-02</td>\n      <td>-0.026876</td>\n      <td>0.003529</td>\n      <td>-0.007816</td>\n      <td>-0.007281</td>\n      <td>0.003059</td>\n      <td>200301</td>\n    </tr>\n    <tr>\n      <th>2195</th>\n      <td>2003-01-03</td>\n      <td>-0.000282</td>\n      <td>0.002438</td>\n      <td>-0.001728</td>\n      <td>-0.003689</td>\n      <td>0.002107</td>\n      <td>200301</td>\n    </tr>\n    <tr>\n      <th>2196</th>\n      <td>2003-01-06</td>\n      <td>0.011917</td>\n      <td>0.003330</td>\n      <td>-0.002044</td>\n      <td>-0.002220</td>\n      <td>-0.001459</td>\n      <td>200301</td>\n    </tr>\n    <tr>\n      <th>2197</th>\n      <td>2003-01-07</td>\n      <td>0.000447</td>\n      <td>0.002028</td>\n      <td>-0.000365</td>\n      <td>-0.001611</td>\n      <td>0.002037</td>\n      <td>200301</td>\n    </tr>\n    <tr>\n      <th>2198</th>\n      <td>2003-01-08</td>\n      <td>0.030113</td>\n      <td>-0.002600</td>\n      <td>0.004565</td>\n      <td>0.000754</td>\n      <td>-0.000581</td>\n      <td>200301</td>\n    </tr>\n    <tr>\n      <th>...</th>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n    </tr>\n    <tr>\n      <th>7152</th>\n      <td>2023-06-05</td>\n      <td>0.001641</td>\n      <td>0.008587</td>\n      <td>0.006197</td>\n      <td>-0.003654</td>\n      <td>0.009869</td>\n      <td>202306</td>\n    </tr>\n    <tr>\n      <th>7153</th>\n      <td>2023-06-06</td>\n      <td>-0.007453</td>\n      <td>-0.007613</td>\n      <td>0.005481</td>\n      <td>0.000095</td>\n      <td>0.002262</td>\n      <td>202306</td>\n    </tr>\n    <tr>\n      <th>7154</th>\n      <td>2023-06-07</td>\n      <td>0.001463</td>\n      <td>0.007993</td>\n      <td>0.007309</td>\n      <td>-0.007985</td>\n      <td>0.005857</td>\n      <td>202306</td>\n    </tr>\n    <tr>\n      <th>7155</th>\n      <td>2023-06-08</td>\n      <td>0.008709</td>\n      <td>-0.010472</td>\n      <td>0.009334</td>\n      <td>0.003087</td>\n      <td>0.002810</td>\n      <td>202306</td>\n    </tr>\n    <tr>\n      <th>7156</th>\n      <td>2023-06-09</td>\n      <td>0.004999</td>\n      <td>-0.000813</td>\n      <td>-0.004312</td>\n      <td>-0.008448</td>\n      <td>0.000680</td>\n      <td>202306</td>\n    </tr>\n  </tbody>\n</table>\n<p>4963 rows × 7 columns</p>\n</div>"
     },
     "execution_count": 62,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "factors5['YYYYmm']=factors5['TradingDate'].dt.strftime('%Y%m')\n",
    "factors5"
   ],
   "metadata": {
    "collapsed": false
   }
  },
  {
   "cell_type": "code",
   "execution_count": 63,
   "outputs": [
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "E:\\Python37\\lib\\site-packages\\ipykernel_launcher.py:1: SettingWithCopyWarning: \n",
      "A value is trying to be set on a copy of a slice from a DataFrame.\n",
      "Try using .loc[row_indexer,col_indexer] = value instead\n",
      "\n",
      "See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy\n",
      "  \"\"\"Entry point for launching an IPython kernel.\n"
     ]
    },
    {
     "data": {
      "text/plain": "     TradingDate  RiskPremium1      SMB1      HML1      RMW1      CMA1  YYYYmm\n2194  2003-01-02     -0.026876  0.003529 -0.007816 -0.007281  0.003059  200301\n2195  2003-01-03     -0.000282  0.002438 -0.001728 -0.003689  0.002107  200301\n2196  2003-01-06      0.011917  0.003330 -0.002044 -0.002220 -0.001459  200301\n2197  2003-01-07      0.000447  0.002028 -0.000365 -0.001611  0.002037  200301\n2198  2003-01-08      0.030113 -0.002600  0.004565  0.000754 -0.000581  200301\n...          ...           ...       ...       ...       ...       ...     ...\n7152  2023-06-05      0.001641  0.008587  0.006197 -0.003654  0.009869  202306\n7153  2023-06-06     -0.007453 -0.007613  0.005481  0.000095  0.002262  202306\n7154  2023-06-07      0.001463  0.007993  0.007309 -0.007985  0.005857  202306\n7155  2023-06-08      0.008709 -0.010472  0.009334  0.003087  0.002810  202306\n7156  2023-06-09      0.004999 -0.000813 -0.004312 -0.008448  0.000680  202306\n\n[4963 rows x 7 columns]",
      "text/html": "<div>\n<style scoped>\n    .dataframe tbody tr th:only-of-type {\n        vertical-align: middle;\n    }\n\n    .dataframe tbody tr th {\n        vertical-align: top;\n    }\n\n    .dataframe thead th {\n        text-align: right;\n    }\n</style>\n<table border=\"1\" class=\"dataframe\">\n  <thead>\n    <tr style=\"text-align: right;\">\n      <th></th>\n      <th>TradingDate</th>\n      <th>RiskPremium1</th>\n      <th>SMB1</th>\n      <th>HML1</th>\n      <th>RMW1</th>\n      <th>CMA1</th>\n      <th>YYYYmm</th>\n    </tr>\n  </thead>\n  <tbody>\n    <tr>\n      <th>2194</th>\n      <td>2003-01-02</td>\n      <td>-0.026876</td>\n      <td>0.003529</td>\n      <td>-0.007816</td>\n      <td>-0.007281</td>\n      <td>0.003059</td>\n      <td>200301</td>\n    </tr>\n    <tr>\n      <th>2195</th>\n      <td>2003-01-03</td>\n      <td>-0.000282</td>\n      <td>0.002438</td>\n      <td>-0.001728</td>\n      <td>-0.003689</td>\n      <td>0.002107</td>\n      <td>200301</td>\n    </tr>\n    <tr>\n      <th>2196</th>\n      <td>2003-01-06</td>\n      <td>0.011917</td>\n      <td>0.003330</td>\n      <td>-0.002044</td>\n      <td>-0.002220</td>\n      <td>-0.001459</td>\n      <td>200301</td>\n    </tr>\n    <tr>\n      <th>2197</th>\n      <td>2003-01-07</td>\n      <td>0.000447</td>\n      <td>0.002028</td>\n      <td>-0.000365</td>\n      <td>-0.001611</td>\n      <td>0.002037</td>\n      <td>200301</td>\n    </tr>\n    <tr>\n      <th>2198</th>\n      <td>2003-01-08</td>\n      <td>0.030113</td>\n      <td>-0.002600</td>\n      <td>0.004565</td>\n      <td>0.000754</td>\n      <td>-0.000581</td>\n      <td>200301</td>\n    </tr>\n    <tr>\n      <th>...</th>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n    </tr>\n    <tr>\n      <th>7152</th>\n      <td>2023-06-05</td>\n      <td>0.001641</td>\n      <td>0.008587</td>\n      <td>0.006197</td>\n      <td>-0.003654</td>\n      <td>0.009869</td>\n      <td>202306</td>\n    </tr>\n    <tr>\n      <th>7153</th>\n      <td>2023-06-06</td>\n      <td>-0.007453</td>\n      <td>-0.007613</td>\n      <td>0.005481</td>\n      <td>0.000095</td>\n      <td>0.002262</td>\n      <td>202306</td>\n    </tr>\n    <tr>\n      <th>7154</th>\n      <td>2023-06-07</td>\n      <td>0.001463</td>\n      <td>0.007993</td>\n      <td>0.007309</td>\n      <td>-0.007985</td>\n      <td>0.005857</td>\n      <td>202306</td>\n    </tr>\n    <tr>\n      <th>7155</th>\n      <td>2023-06-08</td>\n      <td>0.008709</td>\n      <td>-0.010472</td>\n      <td>0.009334</td>\n      <td>0.003087</td>\n      <td>0.002810</td>\n      <td>202306</td>\n    </tr>\n    <tr>\n      <th>7156</th>\n      <td>2023-06-09</td>\n      <td>0.004999</td>\n      <td>-0.000813</td>\n      <td>-0.004312</td>\n      <td>-0.008448</td>\n      <td>0.000680</td>\n      <td>202306</td>\n    </tr>\n  </tbody>\n</table>\n<p>4963 rows × 7 columns</p>\n</div>"
     },
     "execution_count": 63,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "factors5['YYYYmm']=factors5['YYYYmm'].astype(int)\n",
    "factors5"
   ],
   "metadata": {
    "collapsed": false
   }
  },
  {
   "cell_type": "code",
   "execution_count": 64,
   "outputs": [
    {
     "data": {
      "text/plain": "           date  RiskPremium1      SMB1      HML1      RMW1      CMA1  YYYYmm\n2194 2003-01-02     -0.026876  0.003529 -0.007816 -0.007281  0.003059  200301\n2195 2003-01-03     -0.000282  0.002438 -0.001728 -0.003689  0.002107  200301\n2196 2003-01-06      0.011917  0.003330 -0.002044 -0.002220 -0.001459  200301\n2197 2003-01-07      0.000447  0.002028 -0.000365 -0.001611  0.002037  200301\n2198 2003-01-08      0.030113 -0.002600  0.004565  0.000754 -0.000581  200301\n...         ...           ...       ...       ...       ...       ...     ...\n7152 2023-06-05      0.001641  0.008587  0.006197 -0.003654  0.009869  202306\n7153 2023-06-06     -0.007453 -0.007613  0.005481  0.000095  0.002262  202306\n7154 2023-06-07      0.001463  0.007993  0.007309 -0.007985  0.005857  202306\n7155 2023-06-08      0.008709 -0.010472  0.009334  0.003087  0.002810  202306\n7156 2023-06-09      0.004999 -0.000813 -0.004312 -0.008448  0.000680  202306\n\n[4963 rows x 7 columns]",
      "text/html": "<div>\n<style scoped>\n    .dataframe tbody tr th:only-of-type {\n        vertical-align: middle;\n    }\n\n    .dataframe tbody tr th {\n        vertical-align: top;\n    }\n\n    .dataframe thead th {\n        text-align: right;\n    }\n</style>\n<table border=\"1\" class=\"dataframe\">\n  <thead>\n    <tr style=\"text-align: right;\">\n      <th></th>\n      <th>date</th>\n      <th>RiskPremium1</th>\n      <th>SMB1</th>\n      <th>HML1</th>\n      <th>RMW1</th>\n      <th>CMA1</th>\n      <th>YYYYmm</th>\n    </tr>\n  </thead>\n  <tbody>\n    <tr>\n      <th>2194</th>\n      <td>2003-01-02</td>\n      <td>-0.026876</td>\n      <td>0.003529</td>\n      <td>-0.007816</td>\n      <td>-0.007281</td>\n      <td>0.003059</td>\n      <td>200301</td>\n    </tr>\n    <tr>\n      <th>2195</th>\n      <td>2003-01-03</td>\n      <td>-0.000282</td>\n      <td>0.002438</td>\n      <td>-0.001728</td>\n      <td>-0.003689</td>\n      <td>0.002107</td>\n      <td>200301</td>\n    </tr>\n    <tr>\n      <th>2196</th>\n      <td>2003-01-06</td>\n      <td>0.011917</td>\n      <td>0.003330</td>\n      <td>-0.002044</td>\n      <td>-0.002220</td>\n      <td>-0.001459</td>\n      <td>200301</td>\n    </tr>\n    <tr>\n      <th>2197</th>\n      <td>2003-01-07</td>\n      <td>0.000447</td>\n      <td>0.002028</td>\n      <td>-0.000365</td>\n      <td>-0.001611</td>\n      <td>0.002037</td>\n      <td>200301</td>\n    </tr>\n    <tr>\n      <th>2198</th>\n      <td>2003-01-08</td>\n      <td>0.030113</td>\n      <td>-0.002600</td>\n      <td>0.004565</td>\n      <td>0.000754</td>\n      <td>-0.000581</td>\n      <td>200301</td>\n    </tr>\n    <tr>\n      <th>...</th>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n    </tr>\n    <tr>\n      <th>7152</th>\n      <td>2023-06-05</td>\n      <td>0.001641</td>\n      <td>0.008587</td>\n      <td>0.006197</td>\n      <td>-0.003654</td>\n      <td>0.009869</td>\n      <td>202306</td>\n    </tr>\n    <tr>\n      <th>7153</th>\n      <td>2023-06-06</td>\n      <td>-0.007453</td>\n      <td>-0.007613</td>\n      <td>0.005481</td>\n      <td>0.000095</td>\n      <td>0.002262</td>\n      <td>202306</td>\n    </tr>\n    <tr>\n      <th>7154</th>\n      <td>2023-06-07</td>\n      <td>0.001463</td>\n      <td>0.007993</td>\n      <td>0.007309</td>\n      <td>-0.007985</td>\n      <td>0.005857</td>\n      <td>202306</td>\n    </tr>\n    <tr>\n      <th>7155</th>\n      <td>2023-06-08</td>\n      <td>0.008709</td>\n      <td>-0.010472</td>\n      <td>0.009334</td>\n      <td>0.003087</td>\n      <td>0.002810</td>\n      <td>202306</td>\n    </tr>\n    <tr>\n      <th>7156</th>\n      <td>2023-06-09</td>\n      <td>0.004999</td>\n      <td>-0.000813</td>\n      <td>-0.004312</td>\n      <td>-0.008448</td>\n      <td>0.000680</td>\n      <td>202306</td>\n    </tr>\n  </tbody>\n</table>\n<p>4963 rows × 7 columns</p>\n</div>"
     },
     "execution_count": 64,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "tmp=factors5.columns.values\n",
    "tmp[0]='date'\n",
    "factors5.columns=tmp\n",
    "del tmp\n",
    "factors5"
   ],
   "metadata": {
    "collapsed": false
   }
  },
  {
   "cell_type": "code",
   "execution_count": 65,
   "outputs": [
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "E:\\Python37\\lib\\site-packages\\openpyxl\\styles\\stylesheet.py:226: UserWarning: Workbook contains no default style, apply openpyxl's default\n",
      "  warn(\"Workbook contains no default style, apply openpyxl's default\")\n"
     ]
    },
    {
     "data": {
      "text/plain": "       stkcode        date  close        trdsum   dampltd        rf\n0          156  2012-10-19  14.42  4.292413e+08  298.2499  0.000102\n1          156  2012-10-22  15.20  4.920584e+08   16.2275  0.000101\n2          156  2012-10-23  13.68  3.489398e+08    7.1053  0.000101\n3          156  2012-10-24  13.00  2.137106e+08    5.3363  0.000101\n4          156  2012-10-25  11.88  1.996717e+08    9.6154  0.000102\n...        ...         ...    ...           ...       ...       ...\n99995   300290  2013-12-26  12.57  4.137981e+07    4.3346  0.000152\n99996   300290  2013-12-27  12.95  4.422826e+07    5.2506  0.000152\n99997   300290  2013-12-30  13.54  6.566954e+07    5.2510  0.000152\n99998   300290  2013-12-31  14.45  1.153977e+08   12.3338  0.000152\n99999   300290  2014-01-02  15.10  1.498847e+08   12.2491  0.000152\n\n[100000 rows x 6 columns]",
      "text/html": "<div>\n<style scoped>\n    .dataframe tbody tr th:only-of-type {\n        vertical-align: middle;\n    }\n\n    .dataframe tbody tr th {\n        vertical-align: top;\n    }\n\n    .dataframe thead th {\n        text-align: right;\n    }\n</style>\n<table border=\"1\" class=\"dataframe\">\n  <thead>\n    <tr style=\"text-align: right;\">\n      <th></th>\n      <th>stkcode</th>\n      <th>date</th>\n      <th>close</th>\n      <th>trdsum</th>\n      <th>dampltd</th>\n      <th>rf</th>\n    </tr>\n  </thead>\n  <tbody>\n    <tr>\n      <th>0</th>\n      <td>156</td>\n      <td>2012-10-19</td>\n      <td>14.42</td>\n      <td>4.292413e+08</td>\n      <td>298.2499</td>\n      <td>0.000102</td>\n    </tr>\n    <tr>\n      <th>1</th>\n      <td>156</td>\n      <td>2012-10-22</td>\n      <td>15.20</td>\n      <td>4.920584e+08</td>\n      <td>16.2275</td>\n      <td>0.000101</td>\n    </tr>\n    <tr>\n      <th>2</th>\n      <td>156</td>\n      <td>2012-10-23</td>\n      <td>13.68</td>\n      <td>3.489398e+08</td>\n      <td>7.1053</td>\n      <td>0.000101</td>\n    </tr>\n    <tr>\n      <th>3</th>\n      <td>156</td>\n      <td>2012-10-24</td>\n      <td>13.00</td>\n      <td>2.137106e+08</td>\n      <td>5.3363</td>\n      <td>0.000101</td>\n    </tr>\n    <tr>\n      <th>4</th>\n      <td>156</td>\n      <td>2012-10-25</td>\n      <td>11.88</td>\n      <td>1.996717e+08</td>\n      <td>9.6154</td>\n      <td>0.000102</td>\n    </tr>\n    <tr>\n      <th>...</th>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n    </tr>\n    <tr>\n      <th>99995</th>\n      <td>300290</td>\n      <td>2013-12-26</td>\n      <td>12.57</td>\n      <td>4.137981e+07</td>\n      <td>4.3346</td>\n      <td>0.000152</td>\n    </tr>\n    <tr>\n      <th>99996</th>\n      <td>300290</td>\n      <td>2013-12-27</td>\n      <td>12.95</td>\n      <td>4.422826e+07</td>\n      <td>5.2506</td>\n      <td>0.000152</td>\n    </tr>\n    <tr>\n      <th>99997</th>\n      <td>300290</td>\n      <td>2013-12-30</td>\n      <td>13.54</td>\n      <td>6.566954e+07</td>\n      <td>5.2510</td>\n      <td>0.000152</td>\n    </tr>\n    <tr>\n      <th>99998</th>\n      <td>300290</td>\n      <td>2013-12-31</td>\n      <td>14.45</td>\n      <td>1.153977e+08</td>\n      <td>12.3338</td>\n      <td>0.000152</td>\n    </tr>\n    <tr>\n      <th>99999</th>\n      <td>300290</td>\n      <td>2014-01-02</td>\n      <td>15.10</td>\n      <td>1.498847e+08</td>\n      <td>12.2491</td>\n      <td>0.000152</td>\n    </tr>\n  </tbody>\n</table>\n<p>100000 rows × 6 columns</p>\n</div>"
     },
     "execution_count": 65,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "del ind\n",
    "stockcolumns=['stkcode','date','close','trdsum','dampltd','rf']\n",
    "stock2011_1=pd.read_excel('2011_2015_1.xlsx')\n",
    "stock2011_2=pd.read_excel('2011_2015_2.xlsx')\n",
    "stock2011_1.columns=stockcolumns\n",
    "stock2011_2.columns=stockcolumns\n",
    "stock2011_1"
   ],
   "metadata": {
    "collapsed": false
   }
  },
  {
   "cell_type": "code",
   "execution_count": 66,
   "outputs": [
    {
     "data": {
      "text/plain": "       stkcode        date   close        trdsum   dampltd        rf\n0          156  2012-10-19  14.420  4.292413e+08  298.2499  0.000102\n1          156  2012-10-22  15.200  4.920584e+08   16.2275  0.000101\n2          156  2012-10-23  13.680  3.489398e+08    7.1053  0.000101\n3          156  2012-10-24  13.000  2.137106e+08    5.3363  0.000101\n4          156  2012-10-25  11.880  1.996717e+08    9.6154  0.000102\n...        ...         ...     ...           ...       ...       ...\n52507   900926  2015-12-25   4.460  6.117232e+06    5.4366  0.000084\n52508   900926  2015-12-28   4.166  1.135726e+07   13.4081  0.000085\n52509   900926  2015-12-29   4.256  5.006820e+06    2.8084  0.000085\n52510   900926  2015-12-30   4.360  3.846821e+06    4.6992  0.000085\n52511   900926  2015-12-31   4.343  2.193054e+06    1.9954  0.000085\n\n[152512 rows x 6 columns]",
      "text/html": "<div>\n<style scoped>\n    .dataframe tbody tr th:only-of-type {\n        vertical-align: middle;\n    }\n\n    .dataframe tbody tr th {\n        vertical-align: top;\n    }\n\n    .dataframe thead th {\n        text-align: right;\n    }\n</style>\n<table border=\"1\" class=\"dataframe\">\n  <thead>\n    <tr style=\"text-align: right;\">\n      <th></th>\n      <th>stkcode</th>\n      <th>date</th>\n      <th>close</th>\n      <th>trdsum</th>\n      <th>dampltd</th>\n      <th>rf</th>\n    </tr>\n  </thead>\n  <tbody>\n    <tr>\n      <th>0</th>\n      <td>156</td>\n      <td>2012-10-19</td>\n      <td>14.420</td>\n      <td>4.292413e+08</td>\n      <td>298.2499</td>\n      <td>0.000102</td>\n    </tr>\n    <tr>\n      <th>1</th>\n      <td>156</td>\n      <td>2012-10-22</td>\n      <td>15.200</td>\n      <td>4.920584e+08</td>\n      <td>16.2275</td>\n      <td>0.000101</td>\n    </tr>\n    <tr>\n      <th>2</th>\n      <td>156</td>\n      <td>2012-10-23</td>\n      <td>13.680</td>\n      <td>3.489398e+08</td>\n      <td>7.1053</td>\n      <td>0.000101</td>\n    </tr>\n    <tr>\n      <th>3</th>\n      <td>156</td>\n      <td>2012-10-24</td>\n      <td>13.000</td>\n      <td>2.137106e+08</td>\n      <td>5.3363</td>\n      <td>0.000101</td>\n    </tr>\n    <tr>\n      <th>4</th>\n      <td>156</td>\n      <td>2012-10-25</td>\n      <td>11.880</td>\n      <td>1.996717e+08</td>\n      <td>9.6154</td>\n      <td>0.000102</td>\n    </tr>\n    <tr>\n      <th>...</th>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n    </tr>\n    <tr>\n      <th>52507</th>\n      <td>900926</td>\n      <td>2015-12-25</td>\n      <td>4.460</td>\n      <td>6.117232e+06</td>\n      <td>5.4366</td>\n      <td>0.000084</td>\n    </tr>\n    <tr>\n      <th>52508</th>\n      <td>900926</td>\n      <td>2015-12-28</td>\n      <td>4.166</td>\n      <td>1.135726e+07</td>\n      <td>13.4081</td>\n      <td>0.000085</td>\n    </tr>\n    <tr>\n      <th>52509</th>\n      <td>900926</td>\n      <td>2015-12-29</td>\n      <td>4.256</td>\n      <td>5.006820e+06</td>\n      <td>2.8084</td>\n      <td>0.000085</td>\n    </tr>\n    <tr>\n      <th>52510</th>\n      <td>900926</td>\n      <td>2015-12-30</td>\n      <td>4.360</td>\n      <td>3.846821e+06</td>\n      <td>4.6992</td>\n      <td>0.000085</td>\n    </tr>\n    <tr>\n      <th>52511</th>\n      <td>900926</td>\n      <td>2015-12-31</td>\n      <td>4.343</td>\n      <td>2.193054e+06</td>\n      <td>1.9954</td>\n      <td>0.000085</td>\n    </tr>\n  </tbody>\n</table>\n<p>152512 rows × 6 columns</p>\n</div>"
     },
     "execution_count": 66,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "stock2011=pd.concat([stock2011_1,stock2011_2])\n",
    "stock2011"
   ],
   "metadata": {
    "collapsed": false
   }
  },
  {
   "cell_type": "code",
   "execution_count": 67,
   "outputs": [],
   "source": [
    "del stock2011_2\n",
    "del stock2011_1"
   ],
   "metadata": {
    "collapsed": false
   }
  },
  {
   "cell_type": "code",
   "execution_count": 68,
   "outputs": [
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "E:\\Python37\\lib\\site-packages\\openpyxl\\styles\\stylesheet.py:226: UserWarning: Workbook contains no default style, apply openpyxl's default\n",
      "  warn(\"Workbook contains no default style, apply openpyxl's default\")\n"
     ]
    },
    {
     "data": {
      "text/plain": "       stkcode        date  close        trdsum  dampltd        rf\n0            4  2020-04-01  30.20  8.616018e+07   2.7532  0.000053\n1            4  2020-04-02  31.36  1.200462e+08   4.9338  0.000052\n2            4  2020-04-03  30.52  1.054014e+08   5.1339  0.000051\n3            4  2020-04-07  31.34  1.058758e+08   2.3591  0.000047\n4            4  2020-04-08  30.90  1.310249e+08   4.2119  0.000045\n...        ...         ...    ...           ...      ...       ...\n99995   300085  2018-01-02  13.49  6.214065e+07   2.5000  0.000132\n99996   300085  2018-01-03  13.53  8.492110e+07   2.0015  0.000130\n99997   300085  2018-01-04  13.49  6.456109e+07   1.5521  0.000128\n99998   300085  2018-01-05  13.68  1.428897e+08   4.2254  0.000128\n99999   300085  2018-01-08  13.36  8.658526e+07   3.2895  0.000128\n\n[100000 rows x 6 columns]",
      "text/html": "<div>\n<style scoped>\n    .dataframe tbody tr th:only-of-type {\n        vertical-align: middle;\n    }\n\n    .dataframe tbody tr th {\n        vertical-align: top;\n    }\n\n    .dataframe thead th {\n        text-align: right;\n    }\n</style>\n<table border=\"1\" class=\"dataframe\">\n  <thead>\n    <tr style=\"text-align: right;\">\n      <th></th>\n      <th>stkcode</th>\n      <th>date</th>\n      <th>close</th>\n      <th>trdsum</th>\n      <th>dampltd</th>\n      <th>rf</th>\n    </tr>\n  </thead>\n  <tbody>\n    <tr>\n      <th>0</th>\n      <td>4</td>\n      <td>2020-04-01</td>\n      <td>30.20</td>\n      <td>8.616018e+07</td>\n      <td>2.7532</td>\n      <td>0.000053</td>\n    </tr>\n    <tr>\n      <th>1</th>\n      <td>4</td>\n      <td>2020-04-02</td>\n      <td>31.36</td>\n      <td>1.200462e+08</td>\n      <td>4.9338</td>\n      <td>0.000052</td>\n    </tr>\n    <tr>\n      <th>2</th>\n      <td>4</td>\n      <td>2020-04-03</td>\n      <td>30.52</td>\n      <td>1.054014e+08</td>\n      <td>5.1339</td>\n      <td>0.000051</td>\n    </tr>\n    <tr>\n      <th>3</th>\n      <td>4</td>\n      <td>2020-04-07</td>\n      <td>31.34</td>\n      <td>1.058758e+08</td>\n      <td>2.3591</td>\n      <td>0.000047</td>\n    </tr>\n    <tr>\n      <th>4</th>\n      <td>4</td>\n      <td>2020-04-08</td>\n      <td>30.90</td>\n      <td>1.310249e+08</td>\n      <td>4.2119</td>\n      <td>0.000045</td>\n    </tr>\n    <tr>\n      <th>...</th>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n    </tr>\n    <tr>\n      <th>99995</th>\n      <td>300085</td>\n      <td>2018-01-02</td>\n      <td>13.49</td>\n      <td>6.214065e+07</td>\n      <td>2.5000</td>\n      <td>0.000132</td>\n    </tr>\n    <tr>\n      <th>99996</th>\n      <td>300085</td>\n      <td>2018-01-03</td>\n      <td>13.53</td>\n      <td>8.492110e+07</td>\n      <td>2.0015</td>\n      <td>0.000130</td>\n    </tr>\n    <tr>\n      <th>99997</th>\n      <td>300085</td>\n      <td>2018-01-04</td>\n      <td>13.49</td>\n      <td>6.456109e+07</td>\n      <td>1.5521</td>\n      <td>0.000128</td>\n    </tr>\n    <tr>\n      <th>99998</th>\n      <td>300085</td>\n      <td>2018-01-05</td>\n      <td>13.68</td>\n      <td>1.428897e+08</td>\n      <td>4.2254</td>\n      <td>0.000128</td>\n    </tr>\n    <tr>\n      <th>99999</th>\n      <td>300085</td>\n      <td>2018-01-08</td>\n      <td>13.36</td>\n      <td>8.658526e+07</td>\n      <td>3.2895</td>\n      <td>0.000128</td>\n    </tr>\n  </tbody>\n</table>\n<p>100000 rows × 6 columns</p>\n</div>"
     },
     "execution_count": 68,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "stock2016_1=pd.read_excel('2016_2020_1.xlsx')\n",
    "stock2016_2=pd.read_excel('2016_2020_2.xlsx')\n",
    "stock2016_3=pd.read_excel('2016_2020_3.xlsx')\n",
    "stock2016_1.columns=stockcolumns\n",
    "stock2016_2.columns=stockcolumns\n",
    "stock2016_3.columns=stockcolumns\n",
    "stock2016_1"
   ],
   "metadata": {
    "collapsed": false
   }
  },
  {
   "cell_type": "code",
   "execution_count": 69,
   "outputs": [
    {
     "data": {
      "text/plain": "       stkcode        date   close        trdsum  dampltd        rf\n0            4  2020-04-01  30.200  8.616018e+07   2.7532  0.000053\n1            4  2020-04-02  31.360  1.200462e+08   4.9338  0.000052\n2            4  2020-04-03  30.520  1.054014e+08   5.1339  0.000051\n3            4  2020-04-07  31.340  1.058758e+08   2.3591  0.000047\n4            4  2020-04-08  30.900  1.310249e+08   4.2119  0.000045\n...        ...         ...     ...           ...      ...       ...\n96949   900926  2020-12-25   3.839  3.626904e+06   2.0945  0.000076\n96950   900926  2020-12-28   3.910  4.675705e+06   2.3704  0.000076\n96951   900926  2020-12-29   3.920  2.895465e+06   1.3299  0.000076\n96952   900926  2020-12-30   3.972  4.927658e+06   1.8112  0.000075\n96953   900926  2020-12-31   4.067  8.552243e+06   2.8197  0.000076\n\n[296954 rows x 6 columns]",
      "text/html": "<div>\n<style scoped>\n    .dataframe tbody tr th:only-of-type {\n        vertical-align: middle;\n    }\n\n    .dataframe tbody tr th {\n        vertical-align: top;\n    }\n\n    .dataframe thead th {\n        text-align: right;\n    }\n</style>\n<table border=\"1\" class=\"dataframe\">\n  <thead>\n    <tr style=\"text-align: right;\">\n      <th></th>\n      <th>stkcode</th>\n      <th>date</th>\n      <th>close</th>\n      <th>trdsum</th>\n      <th>dampltd</th>\n      <th>rf</th>\n    </tr>\n  </thead>\n  <tbody>\n    <tr>\n      <th>0</th>\n      <td>4</td>\n      <td>2020-04-01</td>\n      <td>30.200</td>\n      <td>8.616018e+07</td>\n      <td>2.7532</td>\n      <td>0.000053</td>\n    </tr>\n    <tr>\n      <th>1</th>\n      <td>4</td>\n      <td>2020-04-02</td>\n      <td>31.360</td>\n      <td>1.200462e+08</td>\n      <td>4.9338</td>\n      <td>0.000052</td>\n    </tr>\n    <tr>\n      <th>2</th>\n      <td>4</td>\n      <td>2020-04-03</td>\n      <td>30.520</td>\n      <td>1.054014e+08</td>\n      <td>5.1339</td>\n      <td>0.000051</td>\n    </tr>\n    <tr>\n      <th>3</th>\n      <td>4</td>\n      <td>2020-04-07</td>\n      <td>31.340</td>\n      <td>1.058758e+08</td>\n      <td>2.3591</td>\n      <td>0.000047</td>\n    </tr>\n    <tr>\n      <th>4</th>\n      <td>4</td>\n      <td>2020-04-08</td>\n      <td>30.900</td>\n      <td>1.310249e+08</td>\n      <td>4.2119</td>\n      <td>0.000045</td>\n    </tr>\n    <tr>\n      <th>...</th>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n    </tr>\n    <tr>\n      <th>96949</th>\n      <td>900926</td>\n      <td>2020-12-25</td>\n      <td>3.839</td>\n      <td>3.626904e+06</td>\n      <td>2.0945</td>\n      <td>0.000076</td>\n    </tr>\n    <tr>\n      <th>96950</th>\n      <td>900926</td>\n      <td>2020-12-28</td>\n      <td>3.910</td>\n      <td>4.675705e+06</td>\n      <td>2.3704</td>\n      <td>0.000076</td>\n    </tr>\n    <tr>\n      <th>96951</th>\n      <td>900926</td>\n      <td>2020-12-29</td>\n      <td>3.920</td>\n      <td>2.895465e+06</td>\n      <td>1.3299</td>\n      <td>0.000076</td>\n    </tr>\n    <tr>\n      <th>96952</th>\n      <td>900926</td>\n      <td>2020-12-30</td>\n      <td>3.972</td>\n      <td>4.927658e+06</td>\n      <td>1.8112</td>\n      <td>0.000075</td>\n    </tr>\n    <tr>\n      <th>96953</th>\n      <td>900926</td>\n      <td>2020-12-31</td>\n      <td>4.067</td>\n      <td>8.552243e+06</td>\n      <td>2.8197</td>\n      <td>0.000076</td>\n    </tr>\n  </tbody>\n</table>\n<p>296954 rows × 6 columns</p>\n</div>"
     },
     "execution_count": 69,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "stock2016=pd.concat([stock2016_1,stock2016_2,stock2016_3])\n",
    "stock2016"
   ],
   "metadata": {
    "collapsed": false
   }
  },
  {
   "cell_type": "code",
   "execution_count": 70,
   "outputs": [],
   "source": [
    "del stock2016_1\n",
    "del stock2016_2\n",
    "del stock2016_3"
   ],
   "metadata": {
    "collapsed": false
   }
  },
  {
   "cell_type": "code",
   "execution_count": 71,
   "outputs": [
    {
     "data": {
      "text/plain": "     UniqueNames\n0            503\n1            555\n2            839\n3            892\n4            917\n..           ...\n153       603000\n154       603508\n155       603636\n156       603918\n157       900926\n\n[158 rows x 1 columns]",
      "text/html": "<div>\n<style scoped>\n    .dataframe tbody tr th:only-of-type {\n        vertical-align: middle;\n    }\n\n    .dataframe tbody tr th {\n        vertical-align: top;\n    }\n\n    .dataframe thead th {\n        text-align: right;\n    }\n</style>\n<table border=\"1\" class=\"dataframe\">\n  <thead>\n    <tr style=\"text-align: right;\">\n      <th></th>\n      <th>UniqueNames</th>\n    </tr>\n  </thead>\n  <tbody>\n    <tr>\n      <th>0</th>\n      <td>503</td>\n    </tr>\n    <tr>\n      <th>1</th>\n      <td>555</td>\n    </tr>\n    <tr>\n      <th>2</th>\n      <td>839</td>\n    </tr>\n    <tr>\n      <th>3</th>\n      <td>892</td>\n    </tr>\n    <tr>\n      <th>4</th>\n      <td>917</td>\n    </tr>\n    <tr>\n      <th>...</th>\n      <td>...</td>\n    </tr>\n    <tr>\n      <th>153</th>\n      <td>603000</td>\n    </tr>\n    <tr>\n      <th>154</th>\n      <td>603508</td>\n    </tr>\n    <tr>\n      <th>155</th>\n      <td>603636</td>\n    </tr>\n    <tr>\n      <th>156</th>\n      <td>603918</td>\n    </tr>\n    <tr>\n      <th>157</th>\n      <td>900926</td>\n    </tr>\n  </tbody>\n</table>\n<p>158 rows × 1 columns</p>\n</div>"
     },
     "execution_count": 71,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "unique_values_df1 = pd.DataFrame(stock2011['stkcode'].unique(), columns=['UniqueNames'])\n",
    "unique_values_df2 = pd.DataFrame(stock2016['stkcode'].unique(), columns=['UniqueNames'])\n",
    "unique_values_df=pd.merge(left=unique_values_df1,right=unique_values_df2,on='UniqueNames',how='inner')\n",
    "unique_values_df\n",
    "\n",
    "# stock2011code=stock2011['stkcode'].\n",
    "# stock2016code=stock2016['stkcode']\n",
    "# code2011_2016=pd.merge(left=stock2016code,right=stock2011code,on='stkcode',how='inner')\n",
    "# code2011_2016"
   ],
   "metadata": {
    "collapsed": false
   }
  },
  {
   "cell_type": "code",
   "execution_count": 72,
   "outputs": [
    {
     "data": {
      "text/plain": "        stkcode        date  close        trdsum  dampltd        rf\n0           503  2013-01-04  9.290  1.286639e+08   3.7975  0.000107\n1           503  2013-01-07  9.120  2.030455e+08   2.7987  0.000107\n2           503  2013-01-08  9.200  2.163447e+08   2.8509  0.000107\n3           503  2013-01-09  9.520  2.739355e+08   5.7609  0.000107\n4           503  2013-01-10  9.030  3.213901e+08   6.9328  0.000107\n...         ...         ...    ...           ...      ...       ...\n142384   900926  2015-12-25  4.460  6.117232e+06   5.4366  0.000084\n142385   900926  2015-12-28  4.166  1.135726e+07  13.4081  0.000085\n142386   900926  2015-12-29  4.256  5.006820e+06   2.8084  0.000085\n142387   900926  2015-12-30  4.360  3.846821e+06   4.6992  0.000085\n142388   900926  2015-12-31  4.343  2.193054e+06   1.9954  0.000085\n\n[142389 rows x 6 columns]",
      "text/html": "<div>\n<style scoped>\n    .dataframe tbody tr th:only-of-type {\n        vertical-align: middle;\n    }\n\n    .dataframe tbody tr th {\n        vertical-align: top;\n    }\n\n    .dataframe thead th {\n        text-align: right;\n    }\n</style>\n<table border=\"1\" class=\"dataframe\">\n  <thead>\n    <tr style=\"text-align: right;\">\n      <th></th>\n      <th>stkcode</th>\n      <th>date</th>\n      <th>close</th>\n      <th>trdsum</th>\n      <th>dampltd</th>\n      <th>rf</th>\n    </tr>\n  </thead>\n  <tbody>\n    <tr>\n      <th>0</th>\n      <td>503</td>\n      <td>2013-01-04</td>\n      <td>9.290</td>\n      <td>1.286639e+08</td>\n      <td>3.7975</td>\n      <td>0.000107</td>\n    </tr>\n    <tr>\n      <th>1</th>\n      <td>503</td>\n      <td>2013-01-07</td>\n      <td>9.120</td>\n      <td>2.030455e+08</td>\n      <td>2.7987</td>\n      <td>0.000107</td>\n    </tr>\n    <tr>\n      <th>2</th>\n      <td>503</td>\n      <td>2013-01-08</td>\n      <td>9.200</td>\n      <td>2.163447e+08</td>\n      <td>2.8509</td>\n      <td>0.000107</td>\n    </tr>\n    <tr>\n      <th>3</th>\n      <td>503</td>\n      <td>2013-01-09</td>\n      <td>9.520</td>\n      <td>2.739355e+08</td>\n      <td>5.7609</td>\n      <td>0.000107</td>\n    </tr>\n    <tr>\n      <th>4</th>\n      <td>503</td>\n      <td>2013-01-10</td>\n      <td>9.030</td>\n      <td>3.213901e+08</td>\n      <td>6.9328</td>\n      <td>0.000107</td>\n    </tr>\n    <tr>\n      <th>...</th>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n    </tr>\n    <tr>\n      <th>142384</th>\n      <td>900926</td>\n      <td>2015-12-25</td>\n      <td>4.460</td>\n      <td>6.117232e+06</td>\n      <td>5.4366</td>\n      <td>0.000084</td>\n    </tr>\n    <tr>\n      <th>142385</th>\n      <td>900926</td>\n      <td>2015-12-28</td>\n      <td>4.166</td>\n      <td>1.135726e+07</td>\n      <td>13.4081</td>\n      <td>0.000085</td>\n    </tr>\n    <tr>\n      <th>142386</th>\n      <td>900926</td>\n      <td>2015-12-29</td>\n      <td>4.256</td>\n      <td>5.006820e+06</td>\n      <td>2.8084</td>\n      <td>0.000085</td>\n    </tr>\n    <tr>\n      <th>142387</th>\n      <td>900926</td>\n      <td>2015-12-30</td>\n      <td>4.360</td>\n      <td>3.846821e+06</td>\n      <td>4.6992</td>\n      <td>0.000085</td>\n    </tr>\n    <tr>\n      <th>142388</th>\n      <td>900926</td>\n      <td>2015-12-31</td>\n      <td>4.343</td>\n      <td>2.193054e+06</td>\n      <td>1.9954</td>\n      <td>0.000085</td>\n    </tr>\n  </tbody>\n</table>\n<p>142389 rows × 6 columns</p>\n</div>"
     },
     "execution_count": 72,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "unique_values_df.columns=['stkcode']\n",
    "stock2011=pd.merge(left=stock2011,right=unique_values_df,on='stkcode',how='inner')\n",
    "stock2011"
   ],
   "metadata": {
    "collapsed": false
   }
  },
  {
   "cell_type": "code",
   "execution_count": 73,
   "outputs": [
    {
     "data": {
      "text/plain": "        stkcode        date   close        trdsum  dampltd        rf\n0           503  2016-01-04  30.390  6.059577e+08  12.3918  0.000085\n1           503  2016-01-05  28.720  1.082109e+09  11.3195  0.000085\n2           503  2016-01-06  29.180  5.648661e+08   4.3872  0.000084\n3           503  2016-01-07  26.260  1.487153e+08   8.4304  0.000084\n4           503  2016-01-08  25.700  7.469588e+08  11.3100  0.000084\n...         ...         ...     ...           ...      ...       ...\n186428   900926  2020-12-25   3.839  3.626904e+06   2.0945  0.000076\n186429   900926  2020-12-28   3.910  4.675705e+06   2.3704  0.000076\n186430   900926  2020-12-29   3.920  2.895465e+06   1.3299  0.000076\n186431   900926  2020-12-30   3.972  4.927658e+06   1.8112  0.000075\n186432   900926  2020-12-31   4.067  8.552243e+06   2.8197  0.000076\n\n[186433 rows x 6 columns]",
      "text/html": "<div>\n<style scoped>\n    .dataframe tbody tr th:only-of-type {\n        vertical-align: middle;\n    }\n\n    .dataframe tbody tr th {\n        vertical-align: top;\n    }\n\n    .dataframe thead th {\n        text-align: right;\n    }\n</style>\n<table border=\"1\" class=\"dataframe\">\n  <thead>\n    <tr style=\"text-align: right;\">\n      <th></th>\n      <th>stkcode</th>\n      <th>date</th>\n      <th>close</th>\n      <th>trdsum</th>\n      <th>dampltd</th>\n      <th>rf</th>\n    </tr>\n  </thead>\n  <tbody>\n    <tr>\n      <th>0</th>\n      <td>503</td>\n      <td>2016-01-04</td>\n      <td>30.390</td>\n      <td>6.059577e+08</td>\n      <td>12.3918</td>\n      <td>0.000085</td>\n    </tr>\n    <tr>\n      <th>1</th>\n      <td>503</td>\n      <td>2016-01-05</td>\n      <td>28.720</td>\n      <td>1.082109e+09</td>\n      <td>11.3195</td>\n      <td>0.000085</td>\n    </tr>\n    <tr>\n      <th>2</th>\n      <td>503</td>\n      <td>2016-01-06</td>\n      <td>29.180</td>\n      <td>5.648661e+08</td>\n      <td>4.3872</td>\n      <td>0.000084</td>\n    </tr>\n    <tr>\n      <th>3</th>\n      <td>503</td>\n      <td>2016-01-07</td>\n      <td>26.260</td>\n      <td>1.487153e+08</td>\n      <td>8.4304</td>\n      <td>0.000084</td>\n    </tr>\n    <tr>\n      <th>4</th>\n      <td>503</td>\n      <td>2016-01-08</td>\n      <td>25.700</td>\n      <td>7.469588e+08</td>\n      <td>11.3100</td>\n      <td>0.000084</td>\n    </tr>\n    <tr>\n      <th>...</th>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n    </tr>\n    <tr>\n      <th>186428</th>\n      <td>900926</td>\n      <td>2020-12-25</td>\n      <td>3.839</td>\n      <td>3.626904e+06</td>\n      <td>2.0945</td>\n      <td>0.000076</td>\n    </tr>\n    <tr>\n      <th>186429</th>\n      <td>900926</td>\n      <td>2020-12-28</td>\n      <td>3.910</td>\n      <td>4.675705e+06</td>\n      <td>2.3704</td>\n      <td>0.000076</td>\n    </tr>\n    <tr>\n      <th>186430</th>\n      <td>900926</td>\n      <td>2020-12-29</td>\n      <td>3.920</td>\n      <td>2.895465e+06</td>\n      <td>1.3299</td>\n      <td>0.000076</td>\n    </tr>\n    <tr>\n      <th>186431</th>\n      <td>900926</td>\n      <td>2020-12-30</td>\n      <td>3.972</td>\n      <td>4.927658e+06</td>\n      <td>1.8112</td>\n      <td>0.000075</td>\n    </tr>\n    <tr>\n      <th>186432</th>\n      <td>900926</td>\n      <td>2020-12-31</td>\n      <td>4.067</td>\n      <td>8.552243e+06</td>\n      <td>2.8197</td>\n      <td>0.000076</td>\n    </tr>\n  </tbody>\n</table>\n<p>186433 rows × 6 columns</p>\n</div>"
     },
     "execution_count": 73,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "stock2016=pd.merge(left=stock2016,right=unique_values_df,on='stkcode',how='inner')\n",
    "stock2016"
   ],
   "metadata": {
    "collapsed": false
   }
  },
  {
   "cell_type": "code",
   "execution_count": 74,
   "outputs": [
    {
     "data": {
      "text/plain": "        stkcode        date  close        trdsum  dampltd        rf\n0           503  2013-01-04  9.290  1.286639e+08   3.7975  0.000107\n1           503  2013-01-07  9.120  2.030455e+08   2.7987  0.000107\n2           503  2013-01-08  9.200  2.163447e+08   2.8509  0.000107\n3           503  2013-01-09  9.520  2.739355e+08   5.7609  0.000107\n4           503  2013-01-10  9.030  3.213901e+08   6.9328  0.000107\n...         ...         ...    ...           ...      ...       ...\n186428   900926  2020-12-25  3.839  3.626904e+06   2.0945  0.000076\n186429   900926  2020-12-28  3.910  4.675705e+06   2.3704  0.000076\n186430   900926  2020-12-29  3.920  2.895465e+06   1.3299  0.000076\n186431   900926  2020-12-30  3.972  4.927658e+06   1.8112  0.000075\n186432   900926  2020-12-31  4.067  8.552243e+06   2.8197  0.000076\n\n[328822 rows x 6 columns]",
      "text/html": "<div>\n<style scoped>\n    .dataframe tbody tr th:only-of-type {\n        vertical-align: middle;\n    }\n\n    .dataframe tbody tr th {\n        vertical-align: top;\n    }\n\n    .dataframe thead th {\n        text-align: right;\n    }\n</style>\n<table border=\"1\" class=\"dataframe\">\n  <thead>\n    <tr style=\"text-align: right;\">\n      <th></th>\n      <th>stkcode</th>\n      <th>date</th>\n      <th>close</th>\n      <th>trdsum</th>\n      <th>dampltd</th>\n      <th>rf</th>\n    </tr>\n  </thead>\n  <tbody>\n    <tr>\n      <th>0</th>\n      <td>503</td>\n      <td>2013-01-04</td>\n      <td>9.290</td>\n      <td>1.286639e+08</td>\n      <td>3.7975</td>\n      <td>0.000107</td>\n    </tr>\n    <tr>\n      <th>1</th>\n      <td>503</td>\n      <td>2013-01-07</td>\n      <td>9.120</td>\n      <td>2.030455e+08</td>\n      <td>2.7987</td>\n      <td>0.000107</td>\n    </tr>\n    <tr>\n      <th>2</th>\n      <td>503</td>\n      <td>2013-01-08</td>\n      <td>9.200</td>\n      <td>2.163447e+08</td>\n      <td>2.8509</td>\n      <td>0.000107</td>\n    </tr>\n    <tr>\n      <th>3</th>\n      <td>503</td>\n      <td>2013-01-09</td>\n      <td>9.520</td>\n      <td>2.739355e+08</td>\n      <td>5.7609</td>\n      <td>0.000107</td>\n    </tr>\n    <tr>\n      <th>4</th>\n      <td>503</td>\n      <td>2013-01-10</td>\n      <td>9.030</td>\n      <td>3.213901e+08</td>\n      <td>6.9328</td>\n      <td>0.000107</td>\n    </tr>\n    <tr>\n      <th>...</th>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n    </tr>\n    <tr>\n      <th>186428</th>\n      <td>900926</td>\n      <td>2020-12-25</td>\n      <td>3.839</td>\n      <td>3.626904e+06</td>\n      <td>2.0945</td>\n      <td>0.000076</td>\n    </tr>\n    <tr>\n      <th>186429</th>\n      <td>900926</td>\n      <td>2020-12-28</td>\n      <td>3.910</td>\n      <td>4.675705e+06</td>\n      <td>2.3704</td>\n      <td>0.000076</td>\n    </tr>\n    <tr>\n      <th>186430</th>\n      <td>900926</td>\n      <td>2020-12-29</td>\n      <td>3.920</td>\n      <td>2.895465e+06</td>\n      <td>1.3299</td>\n      <td>0.000076</td>\n    </tr>\n    <tr>\n      <th>186431</th>\n      <td>900926</td>\n      <td>2020-12-30</td>\n      <td>3.972</td>\n      <td>4.927658e+06</td>\n      <td>1.8112</td>\n      <td>0.000075</td>\n    </tr>\n    <tr>\n      <th>186432</th>\n      <td>900926</td>\n      <td>2020-12-31</td>\n      <td>4.067</td>\n      <td>8.552243e+06</td>\n      <td>2.8197</td>\n      <td>0.000076</td>\n    </tr>\n  </tbody>\n</table>\n<p>328822 rows × 6 columns</p>\n</div>"
     },
     "execution_count": 74,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "del unique_values_df\n",
    "stock2011_2016=pd.concat([stock2011,stock2016])\n",
    "stock2011_2016"
   ],
   "metadata": {
    "collapsed": false
   }
  },
  {
   "cell_type": "code",
   "execution_count": 75,
   "outputs": [
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "E:\\Python37\\lib\\site-packages\\openpyxl\\styles\\stylesheet.py:226: UserWarning: Workbook contains no default style, apply openpyxl's default\n",
      "  warn(\"Workbook contains no default style, apply openpyxl's default\")\n"
     ]
    },
    {
     "data": {
      "text/plain": "       stkcode        date   close       trdsum  dampltd        rf\n0            4  2021-01-04  21.020  57262549.79   3.2367  0.000075\n1            4  2021-01-05  20.880  47980267.15   2.2835  0.000075\n2            4  2021-01-06  20.020  64623225.10   3.9751  0.000074\n3            4  2021-01-07  19.050  79400003.54   5.7942  0.000073\n4            4  2021-01-08  19.220  73034637.47   7.5591  0.000072\n...        ...         ...     ...          ...      ...       ...\n72006   900926  2023-03-27   3.290   4462151.00   0.9777  0.000067\n72007   900926  2023-03-28   3.285   2678273.00   0.7903  0.000067\n72008   900926  2023-03-29   3.294   3832355.00   0.8524  0.000067\n72009   900926  2023-03-30   3.262   4901690.00   1.5786  0.000067\n72010   900926  2023-03-31   3.302   5223951.00   1.6248  0.000067\n\n[172011 rows x 6 columns]",
      "text/html": "<div>\n<style scoped>\n    .dataframe tbody tr th:only-of-type {\n        vertical-align: middle;\n    }\n\n    .dataframe tbody tr th {\n        vertical-align: top;\n    }\n\n    .dataframe thead th {\n        text-align: right;\n    }\n</style>\n<table border=\"1\" class=\"dataframe\">\n  <thead>\n    <tr style=\"text-align: right;\">\n      <th></th>\n      <th>stkcode</th>\n      <th>date</th>\n      <th>close</th>\n      <th>trdsum</th>\n      <th>dampltd</th>\n      <th>rf</th>\n    </tr>\n  </thead>\n  <tbody>\n    <tr>\n      <th>0</th>\n      <td>4</td>\n      <td>2021-01-04</td>\n      <td>21.020</td>\n      <td>57262549.79</td>\n      <td>3.2367</td>\n      <td>0.000075</td>\n    </tr>\n    <tr>\n      <th>1</th>\n      <td>4</td>\n      <td>2021-01-05</td>\n      <td>20.880</td>\n      <td>47980267.15</td>\n      <td>2.2835</td>\n      <td>0.000075</td>\n    </tr>\n    <tr>\n      <th>2</th>\n      <td>4</td>\n      <td>2021-01-06</td>\n      <td>20.020</td>\n      <td>64623225.10</td>\n      <td>3.9751</td>\n      <td>0.000074</td>\n    </tr>\n    <tr>\n      <th>3</th>\n      <td>4</td>\n      <td>2021-01-07</td>\n      <td>19.050</td>\n      <td>79400003.54</td>\n      <td>5.7942</td>\n      <td>0.000073</td>\n    </tr>\n    <tr>\n      <th>4</th>\n      <td>4</td>\n      <td>2021-01-08</td>\n      <td>19.220</td>\n      <td>73034637.47</td>\n      <td>7.5591</td>\n      <td>0.000072</td>\n    </tr>\n    <tr>\n      <th>...</th>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n    </tr>\n    <tr>\n      <th>72006</th>\n      <td>900926</td>\n      <td>2023-03-27</td>\n      <td>3.290</td>\n      <td>4462151.00</td>\n      <td>0.9777</td>\n      <td>0.000067</td>\n    </tr>\n    <tr>\n      <th>72007</th>\n      <td>900926</td>\n      <td>2023-03-28</td>\n      <td>3.285</td>\n      <td>2678273.00</td>\n      <td>0.7903</td>\n      <td>0.000067</td>\n    </tr>\n    <tr>\n      <th>72008</th>\n      <td>900926</td>\n      <td>2023-03-29</td>\n      <td>3.294</td>\n      <td>3832355.00</td>\n      <td>0.8524</td>\n      <td>0.000067</td>\n    </tr>\n    <tr>\n      <th>72009</th>\n      <td>900926</td>\n      <td>2023-03-30</td>\n      <td>3.262</td>\n      <td>4901690.00</td>\n      <td>1.5786</td>\n      <td>0.000067</td>\n    </tr>\n    <tr>\n      <th>72010</th>\n      <td>900926</td>\n      <td>2023-03-31</td>\n      <td>3.302</td>\n      <td>5223951.00</td>\n      <td>1.6248</td>\n      <td>0.000067</td>\n    </tr>\n  </tbody>\n</table>\n<p>172011 rows × 6 columns</p>\n</div>"
     },
     "execution_count": 75,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "stock2021_1=pd.read_excel('2021_2023_1.xlsx')\n",
    "stock2021_2=pd.read_excel('2021_2023_2.xlsx')\n",
    "stock2021_1.columns=stockcolumns\n",
    "stock2021_2.columns=stockcolumns\n",
    "stock2021=pd.concat([stock2021_1,stock2021_2])\n",
    "stock2021"
   ],
   "metadata": {
    "collapsed": false
   }
  },
  {
   "cell_type": "code",
   "execution_count": 76,
   "outputs": [],
   "source": [
    "del stock2021_1\n",
    "del stock2021_2"
   ],
   "metadata": {
    "collapsed": false
   }
  },
  {
   "cell_type": "code",
   "execution_count": 77,
   "outputs": [
    {
     "data": {
      "text/plain": "     stkcode\n0        503\n1        555\n2        839\n3        917\n4        948\n..       ...\n142   601929\n143   603000\n144   603636\n145   603918\n146   900926\n\n[147 rows x 1 columns]",
      "text/html": "<div>\n<style scoped>\n    .dataframe tbody tr th:only-of-type {\n        vertical-align: middle;\n    }\n\n    .dataframe tbody tr th {\n        vertical-align: top;\n    }\n\n    .dataframe thead th {\n        text-align: right;\n    }\n</style>\n<table border=\"1\" class=\"dataframe\">\n  <thead>\n    <tr style=\"text-align: right;\">\n      <th></th>\n      <th>stkcode</th>\n    </tr>\n  </thead>\n  <tbody>\n    <tr>\n      <th>0</th>\n      <td>503</td>\n    </tr>\n    <tr>\n      <th>1</th>\n      <td>555</td>\n    </tr>\n    <tr>\n      <th>2</th>\n      <td>839</td>\n    </tr>\n    <tr>\n      <th>3</th>\n      <td>917</td>\n    </tr>\n    <tr>\n      <th>4</th>\n      <td>948</td>\n    </tr>\n    <tr>\n      <th>...</th>\n      <td>...</td>\n    </tr>\n    <tr>\n      <th>142</th>\n      <td>601929</td>\n    </tr>\n    <tr>\n      <th>143</th>\n      <td>603000</td>\n    </tr>\n    <tr>\n      <th>144</th>\n      <td>603636</td>\n    </tr>\n    <tr>\n      <th>145</th>\n      <td>603918</td>\n    </tr>\n    <tr>\n      <th>146</th>\n      <td>900926</td>\n    </tr>\n  </tbody>\n</table>\n<p>147 rows × 1 columns</p>\n</div>"
     },
     "execution_count": 77,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "unique_values_df1 = pd.DataFrame(stock2011_2016['stkcode'].unique(), columns=['stkcode'])\n",
    "unique_values_df2 = pd.DataFrame(stock2021['stkcode'].unique(), columns=['stkcode'])\n",
    "unique_values_df=pd.merge(left=unique_values_df1,right=unique_values_df2,on='stkcode',how='inner')\n",
    "unique_values_df"
   ],
   "metadata": {
    "collapsed": false
   }
  },
  {
   "cell_type": "code",
   "execution_count": 78,
   "outputs": [],
   "source": [
    "del unique_values_df1\n",
    "del unique_values_df2"
   ],
   "metadata": {
    "collapsed": false
   }
  },
  {
   "cell_type": "code",
   "execution_count": 79,
   "outputs": [
    {
     "data": {
      "text/plain": "       stkcode        date  close        trdsum  dampltd        rf\n0          503  2021-01-04  9.130  1.907810e+08   8.9713  0.000075\n1          503  2021-01-05  8.680  1.438825e+08   5.5860  0.000075\n2          503  2021-01-06  8.530  7.926078e+07   4.3779  0.000074\n3          503  2021-01-07  8.160  8.930574e+07   6.0961  0.000073\n4          503  2021-01-08  8.080  7.481675e+07   4.5343  0.000072\n...        ...         ...    ...           ...      ...       ...\n76904   900926  2023-03-27  3.290  4.462151e+06   0.9777  0.000067\n76905   900926  2023-03-28  3.285  2.678273e+06   0.7903  0.000067\n76906   900926  2023-03-29  3.294  3.832355e+06   0.8524  0.000067\n76907   900926  2023-03-30  3.262  4.901690e+06   1.5786  0.000067\n76908   900926  2023-03-31  3.302  5.223951e+06   1.6248  0.000067\n\n[76909 rows x 6 columns]",
      "text/html": "<div>\n<style scoped>\n    .dataframe tbody tr th:only-of-type {\n        vertical-align: middle;\n    }\n\n    .dataframe tbody tr th {\n        vertical-align: top;\n    }\n\n    .dataframe thead th {\n        text-align: right;\n    }\n</style>\n<table border=\"1\" class=\"dataframe\">\n  <thead>\n    <tr style=\"text-align: right;\">\n      <th></th>\n      <th>stkcode</th>\n      <th>date</th>\n      <th>close</th>\n      <th>trdsum</th>\n      <th>dampltd</th>\n      <th>rf</th>\n    </tr>\n  </thead>\n  <tbody>\n    <tr>\n      <th>0</th>\n      <td>503</td>\n      <td>2021-01-04</td>\n      <td>9.130</td>\n      <td>1.907810e+08</td>\n      <td>8.9713</td>\n      <td>0.000075</td>\n    </tr>\n    <tr>\n      <th>1</th>\n      <td>503</td>\n      <td>2021-01-05</td>\n      <td>8.680</td>\n      <td>1.438825e+08</td>\n      <td>5.5860</td>\n      <td>0.000075</td>\n    </tr>\n    <tr>\n      <th>2</th>\n      <td>503</td>\n      <td>2021-01-06</td>\n      <td>8.530</td>\n      <td>7.926078e+07</td>\n      <td>4.3779</td>\n      <td>0.000074</td>\n    </tr>\n    <tr>\n      <th>3</th>\n      <td>503</td>\n      <td>2021-01-07</td>\n      <td>8.160</td>\n      <td>8.930574e+07</td>\n      <td>6.0961</td>\n      <td>0.000073</td>\n    </tr>\n    <tr>\n      <th>4</th>\n      <td>503</td>\n      <td>2021-01-08</td>\n      <td>8.080</td>\n      <td>7.481675e+07</td>\n      <td>4.5343</td>\n      <td>0.000072</td>\n    </tr>\n    <tr>\n      <th>...</th>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n    </tr>\n    <tr>\n      <th>76904</th>\n      <td>900926</td>\n      <td>2023-03-27</td>\n      <td>3.290</td>\n      <td>4.462151e+06</td>\n      <td>0.9777</td>\n      <td>0.000067</td>\n    </tr>\n    <tr>\n      <th>76905</th>\n      <td>900926</td>\n      <td>2023-03-28</td>\n      <td>3.285</td>\n      <td>2.678273e+06</td>\n      <td>0.7903</td>\n      <td>0.000067</td>\n    </tr>\n    <tr>\n      <th>76906</th>\n      <td>900926</td>\n      <td>2023-03-29</td>\n      <td>3.294</td>\n      <td>3.832355e+06</td>\n      <td>0.8524</td>\n      <td>0.000067</td>\n    </tr>\n    <tr>\n      <th>76907</th>\n      <td>900926</td>\n      <td>2023-03-30</td>\n      <td>3.262</td>\n      <td>4.901690e+06</td>\n      <td>1.5786</td>\n      <td>0.000067</td>\n    </tr>\n    <tr>\n      <th>76908</th>\n      <td>900926</td>\n      <td>2023-03-31</td>\n      <td>3.302</td>\n      <td>5.223951e+06</td>\n      <td>1.6248</td>\n      <td>0.000067</td>\n    </tr>\n  </tbody>\n</table>\n<p>76909 rows × 6 columns</p>\n</div>"
     },
     "execution_count": 79,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "stock2021=pd.merge(left=stock2021,right=unique_values_df,on='stkcode',how='inner')\n",
    "stock2021"
   ],
   "metadata": {
    "collapsed": false
   }
  },
  {
   "cell_type": "code",
   "execution_count": 80,
   "outputs": [],
   "source": [
    "del unique_values_df"
   ],
   "metadata": {
    "collapsed": false
   }
  },
  {
   "cell_type": "code",
   "execution_count": 81,
   "outputs": [
    {
     "data": {
      "text/plain": "        stkcode        date  close        trdsum  dampltd        rf\n0           503  2013-01-04  9.290  1.286639e+08   3.7975  0.000107\n1           503  2013-01-07  9.120  2.030455e+08   2.7987  0.000107\n2           503  2013-01-08  9.200  2.163447e+08   2.8509  0.000107\n3           503  2013-01-09  9.520  2.739355e+08   5.7609  0.000107\n4           503  2013-01-10  9.030  3.213901e+08   6.9328  0.000107\n...         ...         ...    ...           ...      ...       ...\n312514   900926  2020-12-25  3.839  3.626904e+06   2.0945  0.000076\n312515   900926  2020-12-28  3.910  4.675705e+06   2.3704  0.000076\n312516   900926  2020-12-29  3.920  2.895465e+06   1.3299  0.000076\n312517   900926  2020-12-30  3.972  4.927658e+06   1.8112  0.000075\n312518   900926  2020-12-31  4.067  8.552243e+06   2.8197  0.000076\n\n[312519 rows x 6 columns]",
      "text/html": "<div>\n<style scoped>\n    .dataframe tbody tr th:only-of-type {\n        vertical-align: middle;\n    }\n\n    .dataframe tbody tr th {\n        vertical-align: top;\n    }\n\n    .dataframe thead th {\n        text-align: right;\n    }\n</style>\n<table border=\"1\" class=\"dataframe\">\n  <thead>\n    <tr style=\"text-align: right;\">\n      <th></th>\n      <th>stkcode</th>\n      <th>date</th>\n      <th>close</th>\n      <th>trdsum</th>\n      <th>dampltd</th>\n      <th>rf</th>\n    </tr>\n  </thead>\n  <tbody>\n    <tr>\n      <th>0</th>\n      <td>503</td>\n      <td>2013-01-04</td>\n      <td>9.290</td>\n      <td>1.286639e+08</td>\n      <td>3.7975</td>\n      <td>0.000107</td>\n    </tr>\n    <tr>\n      <th>1</th>\n      <td>503</td>\n      <td>2013-01-07</td>\n      <td>9.120</td>\n      <td>2.030455e+08</td>\n      <td>2.7987</td>\n      <td>0.000107</td>\n    </tr>\n    <tr>\n      <th>2</th>\n      <td>503</td>\n      <td>2013-01-08</td>\n      <td>9.200</td>\n      <td>2.163447e+08</td>\n      <td>2.8509</td>\n      <td>0.000107</td>\n    </tr>\n    <tr>\n      <th>3</th>\n      <td>503</td>\n      <td>2013-01-09</td>\n      <td>9.520</td>\n      <td>2.739355e+08</td>\n      <td>5.7609</td>\n      <td>0.000107</td>\n    </tr>\n    <tr>\n      <th>4</th>\n      <td>503</td>\n      <td>2013-01-10</td>\n      <td>9.030</td>\n      <td>3.213901e+08</td>\n      <td>6.9328</td>\n      <td>0.000107</td>\n    </tr>\n    <tr>\n      <th>...</th>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n    </tr>\n    <tr>\n      <th>312514</th>\n      <td>900926</td>\n      <td>2020-12-25</td>\n      <td>3.839</td>\n      <td>3.626904e+06</td>\n      <td>2.0945</td>\n      <td>0.000076</td>\n    </tr>\n    <tr>\n      <th>312515</th>\n      <td>900926</td>\n      <td>2020-12-28</td>\n      <td>3.910</td>\n      <td>4.675705e+06</td>\n      <td>2.3704</td>\n      <td>0.000076</td>\n    </tr>\n    <tr>\n      <th>312516</th>\n      <td>900926</td>\n      <td>2020-12-29</td>\n      <td>3.920</td>\n      <td>2.895465e+06</td>\n      <td>1.3299</td>\n      <td>0.000076</td>\n    </tr>\n    <tr>\n      <th>312517</th>\n      <td>900926</td>\n      <td>2020-12-30</td>\n      <td>3.972</td>\n      <td>4.927658e+06</td>\n      <td>1.8112</td>\n      <td>0.000075</td>\n    </tr>\n    <tr>\n      <th>312518</th>\n      <td>900926</td>\n      <td>2020-12-31</td>\n      <td>4.067</td>\n      <td>8.552243e+06</td>\n      <td>2.8197</td>\n      <td>0.000076</td>\n    </tr>\n  </tbody>\n</table>\n<p>312519 rows × 6 columns</p>\n</div>"
     },
     "execution_count": 81,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "unique_values_df1 = pd.DataFrame(stock2011_2016['stkcode'].unique(), columns=['stkcode'])\n",
    "unique_values_df2 = pd.DataFrame(stock2021['stkcode'].unique(), columns=['stkcode'])\n",
    "unique_values_df=pd.merge(left=unique_values_df1,right=unique_values_df2,on='stkcode',how='inner')\n",
    "unique_values_df\n",
    "del unique_values_df1\n",
    "del unique_values_df2\n",
    "stock2011_2016=pd.merge(left=stock2011_2016,right=unique_values_df,on='stkcode',how='inner')\n",
    "stock2011_2016"
   ],
   "metadata": {
    "collapsed": false
   }
  },
  {
   "cell_type": "code",
   "execution_count": 82,
   "outputs": [
    {
     "data": {
      "text/plain": "       stkcode        date  close        trdsum  dampltd        rf\n0          503  2013-01-04  9.290  1.286639e+08   3.7975  0.000107\n1          503  2013-01-07  9.120  2.030455e+08   2.7987  0.000107\n2          503  2013-01-08  9.200  2.163447e+08   2.8509  0.000107\n3          503  2013-01-09  9.520  2.739355e+08   5.7609  0.000107\n4          503  2013-01-10  9.030  3.213901e+08   6.9328  0.000107\n...        ...         ...    ...           ...      ...       ...\n76904   900926  2023-03-27  3.290  4.462151e+06   0.9777  0.000067\n76905   900926  2023-03-28  3.285  2.678273e+06   0.7903  0.000067\n76906   900926  2023-03-29  3.294  3.832355e+06   0.8524  0.000067\n76907   900926  2023-03-30  3.262  4.901690e+06   1.5786  0.000067\n76908   900926  2023-03-31  3.302  5.223951e+06   1.6248  0.000067\n\n[389428 rows x 6 columns]",
      "text/html": "<div>\n<style scoped>\n    .dataframe tbody tr th:only-of-type {\n        vertical-align: middle;\n    }\n\n    .dataframe tbody tr th {\n        vertical-align: top;\n    }\n\n    .dataframe thead th {\n        text-align: right;\n    }\n</style>\n<table border=\"1\" class=\"dataframe\">\n  <thead>\n    <tr style=\"text-align: right;\">\n      <th></th>\n      <th>stkcode</th>\n      <th>date</th>\n      <th>close</th>\n      <th>trdsum</th>\n      <th>dampltd</th>\n      <th>rf</th>\n    </tr>\n  </thead>\n  <tbody>\n    <tr>\n      <th>0</th>\n      <td>503</td>\n      <td>2013-01-04</td>\n      <td>9.290</td>\n      <td>1.286639e+08</td>\n      <td>3.7975</td>\n      <td>0.000107</td>\n    </tr>\n    <tr>\n      <th>1</th>\n      <td>503</td>\n      <td>2013-01-07</td>\n      <td>9.120</td>\n      <td>2.030455e+08</td>\n      <td>2.7987</td>\n      <td>0.000107</td>\n    </tr>\n    <tr>\n      <th>2</th>\n      <td>503</td>\n      <td>2013-01-08</td>\n      <td>9.200</td>\n      <td>2.163447e+08</td>\n      <td>2.8509</td>\n      <td>0.000107</td>\n    </tr>\n    <tr>\n      <th>3</th>\n      <td>503</td>\n      <td>2013-01-09</td>\n      <td>9.520</td>\n      <td>2.739355e+08</td>\n      <td>5.7609</td>\n      <td>0.000107</td>\n    </tr>\n    <tr>\n      <th>4</th>\n      <td>503</td>\n      <td>2013-01-10</td>\n      <td>9.030</td>\n      <td>3.213901e+08</td>\n      <td>6.9328</td>\n      <td>0.000107</td>\n    </tr>\n    <tr>\n      <th>...</th>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n    </tr>\n    <tr>\n      <th>76904</th>\n      <td>900926</td>\n      <td>2023-03-27</td>\n      <td>3.290</td>\n      <td>4.462151e+06</td>\n      <td>0.9777</td>\n      <td>0.000067</td>\n    </tr>\n    <tr>\n      <th>76905</th>\n      <td>900926</td>\n      <td>2023-03-28</td>\n      <td>3.285</td>\n      <td>2.678273e+06</td>\n      <td>0.7903</td>\n      <td>0.000067</td>\n    </tr>\n    <tr>\n      <th>76906</th>\n      <td>900926</td>\n      <td>2023-03-29</td>\n      <td>3.294</td>\n      <td>3.832355e+06</td>\n      <td>0.8524</td>\n      <td>0.000067</td>\n    </tr>\n    <tr>\n      <th>76907</th>\n      <td>900926</td>\n      <td>2023-03-30</td>\n      <td>3.262</td>\n      <td>4.901690e+06</td>\n      <td>1.5786</td>\n      <td>0.000067</td>\n    </tr>\n    <tr>\n      <th>76908</th>\n      <td>900926</td>\n      <td>2023-03-31</td>\n      <td>3.302</td>\n      <td>5.223951e+06</td>\n      <td>1.6248</td>\n      <td>0.000067</td>\n    </tr>\n  </tbody>\n</table>\n<p>389428 rows × 6 columns</p>\n</div>"
     },
     "execution_count": 82,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "stock=pd.concat([stock2011_2016,stock2021])\n",
    "stock"
   ],
   "metadata": {
    "collapsed": false
   }
  },
  {
   "cell_type": "code",
   "execution_count": 90,
   "outputs": [
    {
     "data": {
      "text/plain": "       stkcode       date  close        trdsum  dampltd        rf\n0          503 2013-01-04  9.290  1.286639e+08   3.7975  0.000107\n1          503 2013-01-07  9.120  2.030455e+08   2.7987  0.000107\n2          503 2013-01-08  9.200  2.163447e+08   2.8509  0.000107\n3          503 2013-01-09  9.520  2.739355e+08   5.7609  0.000107\n4          503 2013-01-10  9.030  3.213901e+08   6.9328  0.000107\n...        ...        ...    ...           ...      ...       ...\n76904   900926 2023-03-27  3.290  4.462151e+06   0.9777  0.000067\n76905   900926 2023-03-28  3.285  2.678273e+06   0.7903  0.000067\n76906   900926 2023-03-29  3.294  3.832355e+06   0.8524  0.000067\n76907   900926 2023-03-30  3.262  4.901690e+06   1.5786  0.000067\n76908   900926 2023-03-31  3.302  5.223951e+06   1.6248  0.000067\n\n[389428 rows x 6 columns]",
      "text/html": "<div>\n<style scoped>\n    .dataframe tbody tr th:only-of-type {\n        vertical-align: middle;\n    }\n\n    .dataframe tbody tr th {\n        vertical-align: top;\n    }\n\n    .dataframe thead th {\n        text-align: right;\n    }\n</style>\n<table border=\"1\" class=\"dataframe\">\n  <thead>\n    <tr style=\"text-align: right;\">\n      <th></th>\n      <th>stkcode</th>\n      <th>date</th>\n      <th>close</th>\n      <th>trdsum</th>\n      <th>dampltd</th>\n      <th>rf</th>\n    </tr>\n  </thead>\n  <tbody>\n    <tr>\n      <th>0</th>\n      <td>503</td>\n      <td>2013-01-04</td>\n      <td>9.290</td>\n      <td>1.286639e+08</td>\n      <td>3.7975</td>\n      <td>0.000107</td>\n    </tr>\n    <tr>\n      <th>1</th>\n      <td>503</td>\n      <td>2013-01-07</td>\n      <td>9.120</td>\n      <td>2.030455e+08</td>\n      <td>2.7987</td>\n      <td>0.000107</td>\n    </tr>\n    <tr>\n      <th>2</th>\n      <td>503</td>\n      <td>2013-01-08</td>\n      <td>9.200</td>\n      <td>2.163447e+08</td>\n      <td>2.8509</td>\n      <td>0.000107</td>\n    </tr>\n    <tr>\n      <th>3</th>\n      <td>503</td>\n      <td>2013-01-09</td>\n      <td>9.520</td>\n      <td>2.739355e+08</td>\n      <td>5.7609</td>\n      <td>0.000107</td>\n    </tr>\n    <tr>\n      <th>4</th>\n      <td>503</td>\n      <td>2013-01-10</td>\n      <td>9.030</td>\n      <td>3.213901e+08</td>\n      <td>6.9328</td>\n      <td>0.000107</td>\n    </tr>\n    <tr>\n      <th>...</th>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n    </tr>\n    <tr>\n      <th>76904</th>\n      <td>900926</td>\n      <td>2023-03-27</td>\n      <td>3.290</td>\n      <td>4.462151e+06</td>\n      <td>0.9777</td>\n      <td>0.000067</td>\n    </tr>\n    <tr>\n      <th>76905</th>\n      <td>900926</td>\n      <td>2023-03-28</td>\n      <td>3.285</td>\n      <td>2.678273e+06</td>\n      <td>0.7903</td>\n      <td>0.000067</td>\n    </tr>\n    <tr>\n      <th>76906</th>\n      <td>900926</td>\n      <td>2023-03-29</td>\n      <td>3.294</td>\n      <td>3.832355e+06</td>\n      <td>0.8524</td>\n      <td>0.000067</td>\n    </tr>\n    <tr>\n      <th>76907</th>\n      <td>900926</td>\n      <td>2023-03-30</td>\n      <td>3.262</td>\n      <td>4.901690e+06</td>\n      <td>1.5786</td>\n      <td>0.000067</td>\n    </tr>\n    <tr>\n      <th>76908</th>\n      <td>900926</td>\n      <td>2023-03-31</td>\n      <td>3.302</td>\n      <td>5.223951e+06</td>\n      <td>1.6248</td>\n      <td>0.000067</td>\n    </tr>\n  </tbody>\n</table>\n<p>389428 rows × 6 columns</p>\n</div>"
     },
     "execution_count": 90,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "stock['date']=pd.to_datetime(stock['date'],format='%Y-%m-%d')\n",
    "stock_5factors=pd.merge(left=stock,right=factors5,on='date',how='inner')\n",
    "stock_5factors"
   ],
   "metadata": {
    "collapsed": false
   }
  },
  {
   "cell_type": "code",
   "execution_count": 91,
   "outputs": [
    {
     "data": {
      "text/plain": "        stkcode       date   close        trdsum  dampltd        rf  \\\n0           503 2013-01-04   9.290  1.286639e+08   3.7975  0.000107   \n1           839 2013-01-04   6.030  4.247454e+07   1.8272  0.000107   \n2           917 2013-01-04  10.190  1.588363e+08   2.6078  0.000107   \n3           948 2013-01-04   6.300  1.305210e+07   4.7096  0.000107   \n4           997 2013-01-04   8.000  2.750085e+07   2.9630  0.000107   \n...         ...        ...     ...           ...      ...       ...   \n386393   601929 2023-03-31   2.180  1.675735e+08   5.2133  0.000067   \n386394   603000 2023-03-31  18.890  1.239454e+09   5.7895  0.000067   \n386395   603636 2023-03-31  16.710  5.158140e+08   3.6949  0.000067   \n386396   603918 2023-03-31  15.950  1.323222e+09  10.9396  0.000067   \n386397   900926 2023-03-31   3.302  5.223951e+06   1.6248  0.000067   \n\n        RiskPremium1      SMB1      HML1      RMW1      CMA1  YYYYmm  \n0           0.005138 -0.004980  0.005742 -0.000074 -0.007159  201301  \n1           0.005138 -0.004980  0.005742 -0.000074 -0.007159  201301  \n2           0.005138 -0.004980  0.005742 -0.000074 -0.007159  201301  \n3           0.005138 -0.004980  0.005742 -0.000074 -0.007159  201301  \n4           0.005138 -0.004980  0.005742 -0.000074 -0.007159  201301  \n...              ...       ...       ...       ...       ...     ...  \n386393      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303  \n386394      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303  \n386395      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303  \n386396      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303  \n386397      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303  \n\n[386398 rows x 12 columns]",
      "text/html": "<div>\n<style scoped>\n    .dataframe tbody tr th:only-of-type {\n        vertical-align: middle;\n    }\n\n    .dataframe tbody tr th {\n        vertical-align: top;\n    }\n\n    .dataframe thead th {\n        text-align: right;\n    }\n</style>\n<table border=\"1\" class=\"dataframe\">\n  <thead>\n    <tr style=\"text-align: right;\">\n      <th></th>\n      <th>stkcode</th>\n      <th>date</th>\n      <th>close</th>\n      <th>trdsum</th>\n      <th>dampltd</th>\n      <th>rf</th>\n      <th>RiskPremium1</th>\n      <th>SMB1</th>\n      <th>HML1</th>\n      <th>RMW1</th>\n      <th>CMA1</th>\n      <th>YYYYmm</th>\n    </tr>\n  </thead>\n  <tbody>\n    <tr>\n      <th>0</th>\n      <td>503</td>\n      <td>2013-01-04</td>\n      <td>9.290</td>\n      <td>1.286639e+08</td>\n      <td>3.7975</td>\n      <td>0.000107</td>\n      <td>0.005138</td>\n      <td>-0.004980</td>\n      <td>0.005742</td>\n      <td>-0.000074</td>\n      <td>-0.007159</td>\n      <td>201301</td>\n    </tr>\n    <tr>\n      <th>1</th>\n      <td>839</td>\n      <td>2013-01-04</td>\n      <td>6.030</td>\n      <td>4.247454e+07</td>\n      <td>1.8272</td>\n      <td>0.000107</td>\n      <td>0.005138</td>\n      <td>-0.004980</td>\n      <td>0.005742</td>\n      <td>-0.000074</td>\n      <td>-0.007159</td>\n      <td>201301</td>\n    </tr>\n    <tr>\n      <th>2</th>\n      <td>917</td>\n      <td>2013-01-04</td>\n      <td>10.190</td>\n      <td>1.588363e+08</td>\n      <td>2.6078</td>\n      <td>0.000107</td>\n      <td>0.005138</td>\n      <td>-0.004980</td>\n      <td>0.005742</td>\n      <td>-0.000074</td>\n      <td>-0.007159</td>\n      <td>201301</td>\n    </tr>\n    <tr>\n      <th>3</th>\n      <td>948</td>\n      <td>2013-01-04</td>\n      <td>6.300</td>\n      <td>1.305210e+07</td>\n      <td>4.7096</td>\n      <td>0.000107</td>\n      <td>0.005138</td>\n      <td>-0.004980</td>\n      <td>0.005742</td>\n      <td>-0.000074</td>\n      <td>-0.007159</td>\n      <td>201301</td>\n    </tr>\n    <tr>\n      <th>4</th>\n      <td>997</td>\n      <td>2013-01-04</td>\n      <td>8.000</td>\n      <td>2.750085e+07</td>\n      <td>2.9630</td>\n      <td>0.000107</td>\n      <td>0.005138</td>\n      <td>-0.004980</td>\n      <td>0.005742</td>\n      <td>-0.000074</td>\n      <td>-0.007159</td>\n      <td>201301</td>\n    </tr>\n    <tr>\n      <th>...</th>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n    </tr>\n    <tr>\n      <th>386393</th>\n      <td>601929</td>\n      <td>2023-03-31</td>\n      <td>2.180</td>\n      <td>1.675735e+08</td>\n      <td>5.2133</td>\n      <td>0.000067</td>\n      <td>0.003611</td>\n      <td>0.009281</td>\n      <td>-0.002449</td>\n      <td>-0.005996</td>\n      <td>-0.001176</td>\n      <td>202303</td>\n    </tr>\n    <tr>\n      <th>386394</th>\n      <td>603000</td>\n      <td>2023-03-31</td>\n      <td>18.890</td>\n      <td>1.239454e+09</td>\n      <td>5.7895</td>\n      <td>0.000067</td>\n      <td>0.003611</td>\n      <td>0.009281</td>\n      <td>-0.002449</td>\n      <td>-0.005996</td>\n      <td>-0.001176</td>\n      <td>202303</td>\n    </tr>\n    <tr>\n      <th>386395</th>\n      <td>603636</td>\n      <td>2023-03-31</td>\n      <td>16.710</td>\n      <td>5.158140e+08</td>\n      <td>3.6949</td>\n      <td>0.000067</td>\n      <td>0.003611</td>\n      <td>0.009281</td>\n      <td>-0.002449</td>\n      <td>-0.005996</td>\n      <td>-0.001176</td>\n      <td>202303</td>\n    </tr>\n    <tr>\n      <th>386396</th>\n      <td>603918</td>\n      <td>2023-03-31</td>\n      <td>15.950</td>\n      <td>1.323222e+09</td>\n      <td>10.9396</td>\n      <td>0.000067</td>\n      <td>0.003611</td>\n      <td>0.009281</td>\n      <td>-0.002449</td>\n      <td>-0.005996</td>\n      <td>-0.001176</td>\n      <td>202303</td>\n    </tr>\n    <tr>\n      <th>386397</th>\n      <td>900926</td>\n      <td>2023-03-31</td>\n      <td>3.302</td>\n      <td>5.223951e+06</td>\n      <td>1.6248</td>\n      <td>0.000067</td>\n      <td>0.003611</td>\n      <td>0.009281</td>\n      <td>-0.002449</td>\n      <td>-0.005996</td>\n      <td>-0.001176</td>\n      <td>202303</td>\n    </tr>\n  </tbody>\n</table>\n<p>386398 rows × 12 columns</p>\n</div>"
     },
     "execution_count": 91,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "stock_5factors"
   ],
   "metadata": {
    "collapsed": false
   }
  },
  {
   "cell_type": "code",
   "execution_count": 92,
   "outputs": [
    {
     "data": {
      "text/plain": "            date      close\n0     2010-01-04  3243.7600\n1     2010-01-05  3282.1790\n2     2010-01-06  3254.2150\n3     2010-01-07  3192.7760\n4     2010-01-08  3195.9970\n...          ...        ...\n3233  2023-04-25  3264.8717\n3234  2023-04-26  3264.1006\n3235  2023-04-27  3285.8844\n3236  2023-04-28  3323.2746\n3237  2023-05-04  3350.4587\n\n[3238 rows x 2 columns]",
      "text/html": "<div>\n<style scoped>\n    .dataframe tbody tr th:only-of-type {\n        vertical-align: middle;\n    }\n\n    .dataframe tbody tr th {\n        vertical-align: top;\n    }\n\n    .dataframe thead th {\n        text-align: right;\n    }\n</style>\n<table border=\"1\" class=\"dataframe\">\n  <thead>\n    <tr style=\"text-align: right;\">\n      <th></th>\n      <th>date</th>\n      <th>close</th>\n    </tr>\n  </thead>\n  <tbody>\n    <tr>\n      <th>0</th>\n      <td>2010-01-04</td>\n      <td>3243.7600</td>\n    </tr>\n    <tr>\n      <th>1</th>\n      <td>2010-01-05</td>\n      <td>3282.1790</td>\n    </tr>\n    <tr>\n      <th>2</th>\n      <td>2010-01-06</td>\n      <td>3254.2150</td>\n    </tr>\n    <tr>\n      <th>3</th>\n      <td>2010-01-07</td>\n      <td>3192.7760</td>\n    </tr>\n    <tr>\n      <th>4</th>\n      <td>2010-01-08</td>\n      <td>3195.9970</td>\n    </tr>\n    <tr>\n      <th>...</th>\n      <td>...</td>\n      <td>...</td>\n    </tr>\n    <tr>\n      <th>3233</th>\n      <td>2023-04-25</td>\n      <td>3264.8717</td>\n    </tr>\n    <tr>\n      <th>3234</th>\n      <td>2023-04-26</td>\n      <td>3264.1006</td>\n    </tr>\n    <tr>\n      <th>3235</th>\n      <td>2023-04-27</td>\n      <td>3285.8844</td>\n    </tr>\n    <tr>\n      <th>3236</th>\n      <td>2023-04-28</td>\n      <td>3323.2746</td>\n    </tr>\n    <tr>\n      <th>3237</th>\n      <td>2023-05-04</td>\n      <td>3350.4587</td>\n    </tr>\n  </tbody>\n</table>\n<p>3238 rows × 2 columns</p>\n</div>"
     },
     "execution_count": 92,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "index=pd.read_excel('index.xlsx')\n",
    "index"
   ],
   "metadata": {
    "collapsed": false
   }
  },
  {
   "cell_type": "code",
   "execution_count": 93,
   "outputs": [
    {
     "data": {
      "text/plain": "        stkcode       date  close_x        trdsum  dampltd        rf  \\\n0           503 2013-01-04    9.290  1.286639e+08   3.7975  0.000107   \n1           839 2013-01-04    6.030  4.247454e+07   1.8272  0.000107   \n2           917 2013-01-04   10.190  1.588363e+08   2.6078  0.000107   \n3           948 2013-01-04    6.300  1.305210e+07   4.7096  0.000107   \n4           997 2013-01-04    8.000  2.750085e+07   2.9630  0.000107   \n...         ...        ...      ...           ...      ...       ...   \n386393   601929 2023-03-31    2.180  1.675735e+08   5.2133  0.000067   \n386394   603000 2023-03-31   18.890  1.239454e+09   5.7895  0.000067   \n386395   603636 2023-03-31   16.710  5.158140e+08   3.6949  0.000067   \n386396   603918 2023-03-31   15.950  1.323222e+09  10.9396  0.000067   \n386397   900926 2023-03-31    3.302  5.223951e+06   1.6248  0.000067   \n\n        RiskPremium1      SMB1      HML1      RMW1      CMA1  YYYYmm  \\\n0           0.005138 -0.004980  0.005742 -0.000074 -0.007159  201301   \n1           0.005138 -0.004980  0.005742 -0.000074 -0.007159  201301   \n2           0.005138 -0.004980  0.005742 -0.000074 -0.007159  201301   \n3           0.005138 -0.004980  0.005742 -0.000074 -0.007159  201301   \n4           0.005138 -0.004980  0.005742 -0.000074 -0.007159  201301   \n...              ...       ...       ...       ...       ...     ...   \n386393      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n386394      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n386395      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n386396      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n386397      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n\n          close_y  \n0       2276.9920  \n1       2276.9920  \n2       2276.9920  \n3       2276.9920  \n4       2276.9920  \n...           ...  \n386393  3272.8602  \n386394  3272.8602  \n386395  3272.8602  \n386396  3272.8602  \n386397  3272.8602  \n\n[386398 rows x 13 columns]",
      "text/html": "<div>\n<style scoped>\n    .dataframe tbody tr th:only-of-type {\n        vertical-align: middle;\n    }\n\n    .dataframe tbody tr th {\n        vertical-align: top;\n    }\n\n    .dataframe thead th {\n        text-align: right;\n    }\n</style>\n<table border=\"1\" class=\"dataframe\">\n  <thead>\n    <tr style=\"text-align: right;\">\n      <th></th>\n      <th>stkcode</th>\n      <th>date</th>\n      <th>close_x</th>\n      <th>trdsum</th>\n      <th>dampltd</th>\n      <th>rf</th>\n      <th>RiskPremium1</th>\n      <th>SMB1</th>\n      <th>HML1</th>\n      <th>RMW1</th>\n      <th>CMA1</th>\n      <th>YYYYmm</th>\n      <th>close_y</th>\n    </tr>\n  </thead>\n  <tbody>\n    <tr>\n      <th>0</th>\n      <td>503</td>\n      <td>2013-01-04</td>\n      <td>9.290</td>\n      <td>1.286639e+08</td>\n      <td>3.7975</td>\n      <td>0.000107</td>\n      <td>0.005138</td>\n      <td>-0.004980</td>\n      <td>0.005742</td>\n      <td>-0.000074</td>\n      <td>-0.007159</td>\n      <td>201301</td>\n      <td>2276.9920</td>\n    </tr>\n    <tr>\n      <th>1</th>\n      <td>839</td>\n      <td>2013-01-04</td>\n      <td>6.030</td>\n      <td>4.247454e+07</td>\n      <td>1.8272</td>\n      <td>0.000107</td>\n      <td>0.005138</td>\n      <td>-0.004980</td>\n      <td>0.005742</td>\n      <td>-0.000074</td>\n      <td>-0.007159</td>\n      <td>201301</td>\n      <td>2276.9920</td>\n    </tr>\n    <tr>\n      <th>2</th>\n      <td>917</td>\n      <td>2013-01-04</td>\n      <td>10.190</td>\n      <td>1.588363e+08</td>\n      <td>2.6078</td>\n      <td>0.000107</td>\n      <td>0.005138</td>\n      <td>-0.004980</td>\n      <td>0.005742</td>\n      <td>-0.000074</td>\n      <td>-0.007159</td>\n      <td>201301</td>\n      <td>2276.9920</td>\n    </tr>\n    <tr>\n      <th>3</th>\n      <td>948</td>\n      <td>2013-01-04</td>\n      <td>6.300</td>\n      <td>1.305210e+07</td>\n      <td>4.7096</td>\n      <td>0.000107</td>\n      <td>0.005138</td>\n      <td>-0.004980</td>\n      <td>0.005742</td>\n      <td>-0.000074</td>\n      <td>-0.007159</td>\n      <td>201301</td>\n      <td>2276.9920</td>\n    </tr>\n    <tr>\n      <th>4</th>\n      <td>997</td>\n      <td>2013-01-04</td>\n      <td>8.000</td>\n      <td>2.750085e+07</td>\n      <td>2.9630</td>\n      <td>0.000107</td>\n      <td>0.005138</td>\n      <td>-0.004980</td>\n      <td>0.005742</td>\n      <td>-0.000074</td>\n      <td>-0.007159</td>\n      <td>201301</td>\n      <td>2276.9920</td>\n    </tr>\n    <tr>\n      <th>...</th>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n    </tr>\n    <tr>\n      <th>386393</th>\n      <td>601929</td>\n      <td>2023-03-31</td>\n      <td>2.180</td>\n      <td>1.675735e+08</td>\n      <td>5.2133</td>\n      <td>0.000067</td>\n      <td>0.003611</td>\n      <td>0.009281</td>\n      <td>-0.002449</td>\n      <td>-0.005996</td>\n      <td>-0.001176</td>\n      <td>202303</td>\n      <td>3272.8602</td>\n    </tr>\n    <tr>\n      <th>386394</th>\n      <td>603000</td>\n      <td>2023-03-31</td>\n      <td>18.890</td>\n      <td>1.239454e+09</td>\n      <td>5.7895</td>\n      <td>0.000067</td>\n      <td>0.003611</td>\n      <td>0.009281</td>\n      <td>-0.002449</td>\n      <td>-0.005996</td>\n      <td>-0.001176</td>\n      <td>202303</td>\n      <td>3272.8602</td>\n    </tr>\n    <tr>\n      <th>386395</th>\n      <td>603636</td>\n      <td>2023-03-31</td>\n      <td>16.710</td>\n      <td>5.158140e+08</td>\n      <td>3.6949</td>\n      <td>0.000067</td>\n      <td>0.003611</td>\n      <td>0.009281</td>\n      <td>-0.002449</td>\n      <td>-0.005996</td>\n      <td>-0.001176</td>\n      <td>202303</td>\n      <td>3272.8602</td>\n    </tr>\n    <tr>\n      <th>386396</th>\n      <td>603918</td>\n      <td>2023-03-31</td>\n      <td>15.950</td>\n      <td>1.323222e+09</td>\n      <td>10.9396</td>\n      <td>0.000067</td>\n      <td>0.003611</td>\n      <td>0.009281</td>\n      <td>-0.002449</td>\n      <td>-0.005996</td>\n      <td>-0.001176</td>\n      <td>202303</td>\n      <td>3272.8602</td>\n    </tr>\n    <tr>\n      <th>386397</th>\n      <td>900926</td>\n      <td>2023-03-31</td>\n      <td>3.302</td>\n      <td>5.223951e+06</td>\n      <td>1.6248</td>\n      <td>0.000067</td>\n      <td>0.003611</td>\n      <td>0.009281</td>\n      <td>-0.002449</td>\n      <td>-0.005996</td>\n      <td>-0.001176</td>\n      <td>202303</td>\n      <td>3272.8602</td>\n    </tr>\n  </tbody>\n</table>\n<p>386398 rows × 13 columns</p>\n</div>"
     },
     "execution_count": 93,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "index['date']=pd.to_datetime(index['date'],format='%Y-%m-%d')\n",
    "stock_5_index=pd.merge(left=stock_5factors,right=index,on='date',how='inner')\n",
    "stock_5_index"
   ],
   "metadata": {
    "collapsed": false
   }
  },
  {
   "cell_type": "code",
   "execution_count": 97,
   "outputs": [
    {
     "data": {
      "text/plain": "array(['stkcode', 'date', 'stkclose', 'trdsum', 'dampltd', 'rf',\n       'RiskPremium1', 'SMB1', 'HML1', 'RMW1', 'CMA1', 'YYYYmm',\n       'indexclose'], dtype=object)"
     },
     "execution_count": 97,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "del stock_5factors\n",
    "del index\n",
    "tmp=stock_5_index.columns.values\n",
    "tmp[2]='stkclose'\n",
    "tmp[12]='indexclose'\n",
    "tmp"
   ],
   "metadata": {
    "collapsed": false
   }
  },
  {
   "cell_type": "code",
   "execution_count": 98,
   "outputs": [
    {
     "data": {
      "text/plain": "        stkcode       date  stkclose        trdsum  dampltd        rf  \\\n0           503 2013-01-04     9.290  1.286639e+08   3.7975  0.000107   \n1           839 2013-01-04     6.030  4.247454e+07   1.8272  0.000107   \n2           917 2013-01-04    10.190  1.588363e+08   2.6078  0.000107   \n3           948 2013-01-04     6.300  1.305210e+07   4.7096  0.000107   \n4           997 2013-01-04     8.000  2.750085e+07   2.9630  0.000107   \n...         ...        ...       ...           ...      ...       ...   \n386393   601929 2023-03-31     2.180  1.675735e+08   5.2133  0.000067   \n386394   603000 2023-03-31    18.890  1.239454e+09   5.7895  0.000067   \n386395   603636 2023-03-31    16.710  5.158140e+08   3.6949  0.000067   \n386396   603918 2023-03-31    15.950  1.323222e+09  10.9396  0.000067   \n386397   900926 2023-03-31     3.302  5.223951e+06   1.6248  0.000067   \n\n        RiskPremium1      SMB1      HML1      RMW1      CMA1  YYYYmm  \\\n0           0.005138 -0.004980  0.005742 -0.000074 -0.007159  201301   \n1           0.005138 -0.004980  0.005742 -0.000074 -0.007159  201301   \n2           0.005138 -0.004980  0.005742 -0.000074 -0.007159  201301   \n3           0.005138 -0.004980  0.005742 -0.000074 -0.007159  201301   \n4           0.005138 -0.004980  0.005742 -0.000074 -0.007159  201301   \n...              ...       ...       ...       ...       ...     ...   \n386393      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n386394      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n386395      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n386396      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n386397      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n\n        indexclose  \n0        2276.9920  \n1        2276.9920  \n2        2276.9920  \n3        2276.9920  \n4        2276.9920  \n...            ...  \n386393   3272.8602  \n386394   3272.8602  \n386395   3272.8602  \n386396   3272.8602  \n386397   3272.8602  \n\n[386398 rows x 13 columns]",
      "text/html": "<div>\n<style scoped>\n    .dataframe tbody tr th:only-of-type {\n        vertical-align: middle;\n    }\n\n    .dataframe tbody tr th {\n        vertical-align: top;\n    }\n\n    .dataframe thead th {\n        text-align: right;\n    }\n</style>\n<table border=\"1\" class=\"dataframe\">\n  <thead>\n    <tr style=\"text-align: right;\">\n      <th></th>\n      <th>stkcode</th>\n      <th>date</th>\n      <th>stkclose</th>\n      <th>trdsum</th>\n      <th>dampltd</th>\n      <th>rf</th>\n      <th>RiskPremium1</th>\n      <th>SMB1</th>\n      <th>HML1</th>\n      <th>RMW1</th>\n      <th>CMA1</th>\n      <th>YYYYmm</th>\n      <th>indexclose</th>\n    </tr>\n  </thead>\n  <tbody>\n    <tr>\n      <th>0</th>\n      <td>503</td>\n      <td>2013-01-04</td>\n      <td>9.290</td>\n      <td>1.286639e+08</td>\n      <td>3.7975</td>\n      <td>0.000107</td>\n      <td>0.005138</td>\n      <td>-0.004980</td>\n      <td>0.005742</td>\n      <td>-0.000074</td>\n      <td>-0.007159</td>\n      <td>201301</td>\n      <td>2276.9920</td>\n    </tr>\n    <tr>\n      <th>1</th>\n      <td>839</td>\n      <td>2013-01-04</td>\n      <td>6.030</td>\n      <td>4.247454e+07</td>\n      <td>1.8272</td>\n      <td>0.000107</td>\n      <td>0.005138</td>\n      <td>-0.004980</td>\n      <td>0.005742</td>\n      <td>-0.000074</td>\n      <td>-0.007159</td>\n      <td>201301</td>\n      <td>2276.9920</td>\n    </tr>\n    <tr>\n      <th>2</th>\n      <td>917</td>\n      <td>2013-01-04</td>\n      <td>10.190</td>\n      <td>1.588363e+08</td>\n      <td>2.6078</td>\n      <td>0.000107</td>\n      <td>0.005138</td>\n      <td>-0.004980</td>\n      <td>0.005742</td>\n      <td>-0.000074</td>\n      <td>-0.007159</td>\n      <td>201301</td>\n      <td>2276.9920</td>\n    </tr>\n    <tr>\n      <th>3</th>\n      <td>948</td>\n      <td>2013-01-04</td>\n      <td>6.300</td>\n      <td>1.305210e+07</td>\n      <td>4.7096</td>\n      <td>0.000107</td>\n      <td>0.005138</td>\n      <td>-0.004980</td>\n      <td>0.005742</td>\n      <td>-0.000074</td>\n      <td>-0.007159</td>\n      <td>201301</td>\n      <td>2276.9920</td>\n    </tr>\n    <tr>\n      <th>4</th>\n      <td>997</td>\n      <td>2013-01-04</td>\n      <td>8.000</td>\n      <td>2.750085e+07</td>\n      <td>2.9630</td>\n      <td>0.000107</td>\n      <td>0.005138</td>\n      <td>-0.004980</td>\n      <td>0.005742</td>\n      <td>-0.000074</td>\n      <td>-0.007159</td>\n      <td>201301</td>\n      <td>2276.9920</td>\n    </tr>\n    <tr>\n      <th>...</th>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n    </tr>\n    <tr>\n      <th>386393</th>\n      <td>601929</td>\n      <td>2023-03-31</td>\n      <td>2.180</td>\n      <td>1.675735e+08</td>\n      <td>5.2133</td>\n      <td>0.000067</td>\n      <td>0.003611</td>\n      <td>0.009281</td>\n      <td>-0.002449</td>\n      <td>-0.005996</td>\n      <td>-0.001176</td>\n      <td>202303</td>\n      <td>3272.8602</td>\n    </tr>\n    <tr>\n      <th>386394</th>\n      <td>603000</td>\n      <td>2023-03-31</td>\n      <td>18.890</td>\n      <td>1.239454e+09</td>\n      <td>5.7895</td>\n      <td>0.000067</td>\n      <td>0.003611</td>\n      <td>0.009281</td>\n      <td>-0.002449</td>\n      <td>-0.005996</td>\n      <td>-0.001176</td>\n      <td>202303</td>\n      <td>3272.8602</td>\n    </tr>\n    <tr>\n      <th>386395</th>\n      <td>603636</td>\n      <td>2023-03-31</td>\n      <td>16.710</td>\n      <td>5.158140e+08</td>\n      <td>3.6949</td>\n      <td>0.000067</td>\n      <td>0.003611</td>\n      <td>0.009281</td>\n      <td>-0.002449</td>\n      <td>-0.005996</td>\n      <td>-0.001176</td>\n      <td>202303</td>\n      <td>3272.8602</td>\n    </tr>\n    <tr>\n      <th>386396</th>\n      <td>603918</td>\n      <td>2023-03-31</td>\n      <td>15.950</td>\n      <td>1.323222e+09</td>\n      <td>10.9396</td>\n      <td>0.000067</td>\n      <td>0.003611</td>\n      <td>0.009281</td>\n      <td>-0.002449</td>\n      <td>-0.005996</td>\n      <td>-0.001176</td>\n      <td>202303</td>\n      <td>3272.8602</td>\n    </tr>\n    <tr>\n      <th>386397</th>\n      <td>900926</td>\n      <td>2023-03-31</td>\n      <td>3.302</td>\n      <td>5.223951e+06</td>\n      <td>1.6248</td>\n      <td>0.000067</td>\n      <td>0.003611</td>\n      <td>0.009281</td>\n      <td>-0.002449</td>\n      <td>-0.005996</td>\n      <td>-0.001176</td>\n      <td>202303</td>\n      <td>3272.8602</td>\n    </tr>\n  </tbody>\n</table>\n<p>386398 rows × 13 columns</p>\n</div>"
     },
     "execution_count": 98,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "tmp=list(tmp)\n",
    "stock_5_index.columns=tmp\n",
    "stock_5_index"
   ],
   "metadata": {
    "collapsed": false
   }
  },
  {
   "cell_type": "code",
   "execution_count": 99,
   "outputs": [],
   "source": [
    "stock_5_index.to_excel('stock_5_index.xlsx')"
   ],
   "metadata": {
    "collapsed": false
   }
  },
  {
   "cell_type": "code",
   "execution_count": 100,
   "outputs": [
    {
     "data": {
      "text/plain": "        stkcode        date  stkclose        trdsum  dampltd        rf  \\\n0           503  2013-01-04     9.290  1.286639e+08   3.7975  0.000107   \n1           839  2013-01-04     6.030  4.247454e+07   1.8272  0.000107   \n2           917  2013-01-04    10.190  1.588363e+08   2.6078  0.000107   \n3           948  2013-01-04     6.300  1.305210e+07   4.7096  0.000107   \n4           997  2013-01-04     8.000  2.750085e+07   2.9630  0.000107   \n...         ...         ...       ...           ...      ...       ...   \n386393   601929  2023-03-31     2.180  1.675735e+08   5.2133  0.000067   \n386394   603000  2023-03-31    18.890  1.239454e+09   5.7895  0.000067   \n386395   603636  2023-03-31    16.710  5.158140e+08   3.6949  0.000067   \n386396   603918  2023-03-31    15.950  1.323222e+09  10.9396  0.000067   \n386397   900926  2023-03-31     3.302  5.223951e+06   1.6248  0.000067   \n\n        RiskPremium1      SMB1      HML1      RMW1      CMA1  YYYYmm  \\\n0           0.005138 -0.004980  0.005742 -0.000074 -0.007159  201301   \n1           0.005138 -0.004980  0.005742 -0.000074 -0.007159  201301   \n2           0.005138 -0.004980  0.005742 -0.000074 -0.007159  201301   \n3           0.005138 -0.004980  0.005742 -0.000074 -0.007159  201301   \n4           0.005138 -0.004980  0.005742 -0.000074 -0.007159  201301   \n...              ...       ...       ...       ...       ...     ...   \n386393      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n386394      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n386395      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n386396      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n386397      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n\n        indexclose  \n0        2276.9920  \n1        2276.9920  \n2        2276.9920  \n3        2276.9920  \n4        2276.9920  \n...            ...  \n386393   3272.8602  \n386394   3272.8602  \n386395   3272.8602  \n386396   3272.8602  \n386397   3272.8602  \n\n[386398 rows x 13 columns]",
      "text/html": "<div>\n<style scoped>\n    .dataframe tbody tr th:only-of-type {\n        vertical-align: middle;\n    }\n\n    .dataframe tbody tr th {\n        vertical-align: top;\n    }\n\n    .dataframe thead th {\n        text-align: right;\n    }\n</style>\n<table border=\"1\" class=\"dataframe\">\n  <thead>\n    <tr style=\"text-align: right;\">\n      <th></th>\n      <th>stkcode</th>\n      <th>date</th>\n      <th>stkclose</th>\n      <th>trdsum</th>\n      <th>dampltd</th>\n      <th>rf</th>\n      <th>RiskPremium1</th>\n      <th>SMB1</th>\n      <th>HML1</th>\n      <th>RMW1</th>\n      <th>CMA1</th>\n      <th>YYYYmm</th>\n      <th>indexclose</th>\n    </tr>\n  </thead>\n  <tbody>\n    <tr>\n      <th>0</th>\n      <td>503</td>\n      <td>2013-01-04</td>\n      <td>9.290</td>\n      <td>1.286639e+08</td>\n      <td>3.7975</td>\n      <td>0.000107</td>\n      <td>0.005138</td>\n      <td>-0.004980</td>\n      <td>0.005742</td>\n      <td>-0.000074</td>\n      <td>-0.007159</td>\n      <td>201301</td>\n      <td>2276.9920</td>\n    </tr>\n    <tr>\n      <th>1</th>\n      <td>839</td>\n      <td>2013-01-04</td>\n      <td>6.030</td>\n      <td>4.247454e+07</td>\n      <td>1.8272</td>\n      <td>0.000107</td>\n      <td>0.005138</td>\n      <td>-0.004980</td>\n      <td>0.005742</td>\n      <td>-0.000074</td>\n      <td>-0.007159</td>\n      <td>201301</td>\n      <td>2276.9920</td>\n    </tr>\n    <tr>\n      <th>2</th>\n      <td>917</td>\n      <td>2013-01-04</td>\n      <td>10.190</td>\n      <td>1.588363e+08</td>\n      <td>2.6078</td>\n      <td>0.000107</td>\n      <td>0.005138</td>\n      <td>-0.004980</td>\n      <td>0.005742</td>\n      <td>-0.000074</td>\n      <td>-0.007159</td>\n      <td>201301</td>\n      <td>2276.9920</td>\n    </tr>\n    <tr>\n      <th>3</th>\n      <td>948</td>\n      <td>2013-01-04</td>\n      <td>6.300</td>\n      <td>1.305210e+07</td>\n      <td>4.7096</td>\n      <td>0.000107</td>\n      <td>0.005138</td>\n      <td>-0.004980</td>\n      <td>0.005742</td>\n      <td>-0.000074</td>\n      <td>-0.007159</td>\n      <td>201301</td>\n      <td>2276.9920</td>\n    </tr>\n    <tr>\n      <th>4</th>\n      <td>997</td>\n      <td>2013-01-04</td>\n      <td>8.000</td>\n      <td>2.750085e+07</td>\n      <td>2.9630</td>\n      <td>0.000107</td>\n      <td>0.005138</td>\n      <td>-0.004980</td>\n      <td>0.005742</td>\n      <td>-0.000074</td>\n      <td>-0.007159</td>\n      <td>201301</td>\n      <td>2276.9920</td>\n    </tr>\n    <tr>\n      <th>...</th>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n    </tr>\n    <tr>\n      <th>386393</th>\n      <td>601929</td>\n      <td>2023-03-31</td>\n      <td>2.180</td>\n      <td>1.675735e+08</td>\n      <td>5.2133</td>\n      <td>0.000067</td>\n      <td>0.003611</td>\n      <td>0.009281</td>\n      <td>-0.002449</td>\n      <td>-0.005996</td>\n      <td>-0.001176</td>\n      <td>202303</td>\n      <td>3272.8602</td>\n    </tr>\n    <tr>\n      <th>386394</th>\n      <td>603000</td>\n      <td>2023-03-31</td>\n      <td>18.890</td>\n      <td>1.239454e+09</td>\n      <td>5.7895</td>\n      <td>0.000067</td>\n      <td>0.003611</td>\n      <td>0.009281</td>\n      <td>-0.002449</td>\n      <td>-0.005996</td>\n      <td>-0.001176</td>\n      <td>202303</td>\n      <td>3272.8602</td>\n    </tr>\n    <tr>\n      <th>386395</th>\n      <td>603636</td>\n      <td>2023-03-31</td>\n      <td>16.710</td>\n      <td>5.158140e+08</td>\n      <td>3.6949</td>\n      <td>0.000067</td>\n      <td>0.003611</td>\n      <td>0.009281</td>\n      <td>-0.002449</td>\n      <td>-0.005996</td>\n      <td>-0.001176</td>\n      <td>202303</td>\n      <td>3272.8602</td>\n    </tr>\n    <tr>\n      <th>386396</th>\n      <td>603918</td>\n      <td>2023-03-31</td>\n      <td>15.950</td>\n      <td>1.323222e+09</td>\n      <td>10.9396</td>\n      <td>0.000067</td>\n      <td>0.003611</td>\n      <td>0.009281</td>\n      <td>-0.002449</td>\n      <td>-0.005996</td>\n      <td>-0.001176</td>\n      <td>202303</td>\n      <td>3272.8602</td>\n    </tr>\n    <tr>\n      <th>386397</th>\n      <td>900926</td>\n      <td>2023-03-31</td>\n      <td>3.302</td>\n      <td>5.223951e+06</td>\n      <td>1.6248</td>\n      <td>0.000067</td>\n      <td>0.003611</td>\n      <td>0.009281</td>\n      <td>-0.002449</td>\n      <td>-0.005996</td>\n      <td>-0.001176</td>\n      <td>202303</td>\n      <td>3272.8602</td>\n    </tr>\n  </tbody>\n</table>\n<p>386398 rows × 13 columns</p>\n</div>"
     },
     "execution_count": 100,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "stock_5_index['date']=stock_5_index['date'].dt.strftime('%Y-%m-%d')\n",
    "stock_5_index"
   ],
   "metadata": {
    "collapsed": false
   }
  },
  {
   "cell_type": "code",
   "execution_count": 102,
   "outputs": [
    {
     "data": {
      "text/plain": "        stkcode        date  stkclose        trdsum  dampltd        rf  \\\n0           503  2013-01-04     9.290  1.286639e+08   3.7975  0.000107   \n1           839  2013-01-04     6.030  4.247454e+07   1.8272  0.000107   \n2           917  2013-01-04    10.190  1.588363e+08   2.6078  0.000107   \n3           948  2013-01-04     6.300  1.305210e+07   4.7096  0.000107   \n4           997  2013-01-04     8.000  2.750085e+07   2.9630  0.000107   \n...         ...         ...       ...           ...      ...       ...   \n386393   601929  2023-03-31     2.180  1.675735e+08   5.2133  0.000067   \n386394   603000  2023-03-31    18.890  1.239454e+09   5.7895  0.000067   \n386395   603636  2023-03-31    16.710  5.158140e+08   3.6949  0.000067   \n386396   603918  2023-03-31    15.950  1.323222e+09  10.9396  0.000067   \n386397   900926  2023-03-31     3.302  5.223951e+06   1.6248  0.000067   \n\n        RiskPremium1      SMB1      HML1      RMW1      CMA1  YYYYmm  \\\n0           0.005138 -0.004980  0.005742 -0.000074 -0.007159  201301   \n1           0.005138 -0.004980  0.005742 -0.000074 -0.007159  201301   \n2           0.005138 -0.004980  0.005742 -0.000074 -0.007159  201301   \n3           0.005138 -0.004980  0.005742 -0.000074 -0.007159  201301   \n4           0.005138 -0.004980  0.005742 -0.000074 -0.007159  201301   \n...              ...       ...       ...       ...       ...     ...   \n386393      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n386394      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n386395      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n386396      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n386397      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n\n        indexclose  \n0        2276.9920  \n1        2276.9920  \n2        2276.9920  \n3        2276.9920  \n4        2276.9920  \n...            ...  \n386393   3272.8602  \n386394   3272.8602  \n386395   3272.8602  \n386396   3272.8602  \n386397   3272.8602  \n\n[366711 rows x 13 columns]",
      "text/html": "<div>\n<style scoped>\n    .dataframe tbody tr th:only-of-type {\n        vertical-align: middle;\n    }\n\n    .dataframe tbody tr th {\n        vertical-align: top;\n    }\n\n    .dataframe thead th {\n        text-align: right;\n    }\n</style>\n<table border=\"1\" class=\"dataframe\">\n  <thead>\n    <tr style=\"text-align: right;\">\n      <th></th>\n      <th>stkcode</th>\n      <th>date</th>\n      <th>stkclose</th>\n      <th>trdsum</th>\n      <th>dampltd</th>\n      <th>rf</th>\n      <th>RiskPremium1</th>\n      <th>SMB1</th>\n      <th>HML1</th>\n      <th>RMW1</th>\n      <th>CMA1</th>\n      <th>YYYYmm</th>\n      <th>indexclose</th>\n    </tr>\n  </thead>\n  <tbody>\n    <tr>\n      <th>0</th>\n      <td>503</td>\n      <td>2013-01-04</td>\n      <td>9.290</td>\n      <td>1.286639e+08</td>\n      <td>3.7975</td>\n      <td>0.000107</td>\n      <td>0.005138</td>\n      <td>-0.004980</td>\n      <td>0.005742</td>\n      <td>-0.000074</td>\n      <td>-0.007159</td>\n      <td>201301</td>\n      <td>2276.9920</td>\n    </tr>\n    <tr>\n      <th>1</th>\n      <td>839</td>\n      <td>2013-01-04</td>\n      <td>6.030</td>\n      <td>4.247454e+07</td>\n      <td>1.8272</td>\n      <td>0.000107</td>\n      <td>0.005138</td>\n      <td>-0.004980</td>\n      <td>0.005742</td>\n      <td>-0.000074</td>\n      <td>-0.007159</td>\n      <td>201301</td>\n      <td>2276.9920</td>\n    </tr>\n    <tr>\n      <th>2</th>\n      <td>917</td>\n      <td>2013-01-04</td>\n      <td>10.190</td>\n      <td>1.588363e+08</td>\n      <td>2.6078</td>\n      <td>0.000107</td>\n      <td>0.005138</td>\n      <td>-0.004980</td>\n      <td>0.005742</td>\n      <td>-0.000074</td>\n      <td>-0.007159</td>\n      <td>201301</td>\n      <td>2276.9920</td>\n    </tr>\n    <tr>\n      <th>3</th>\n      <td>948</td>\n      <td>2013-01-04</td>\n      <td>6.300</td>\n      <td>1.305210e+07</td>\n      <td>4.7096</td>\n      <td>0.000107</td>\n      <td>0.005138</td>\n      <td>-0.004980</td>\n      <td>0.005742</td>\n      <td>-0.000074</td>\n      <td>-0.007159</td>\n      <td>201301</td>\n      <td>2276.9920</td>\n    </tr>\n    <tr>\n      <th>4</th>\n      <td>997</td>\n      <td>2013-01-04</td>\n      <td>8.000</td>\n      <td>2.750085e+07</td>\n      <td>2.9630</td>\n      <td>0.000107</td>\n      <td>0.005138</td>\n      <td>-0.004980</td>\n      <td>0.005742</td>\n      <td>-0.000074</td>\n      <td>-0.007159</td>\n      <td>201301</td>\n      <td>2276.9920</td>\n    </tr>\n    <tr>\n      <th>...</th>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n    </tr>\n    <tr>\n      <th>386393</th>\n      <td>601929</td>\n      <td>2023-03-31</td>\n      <td>2.180</td>\n      <td>1.675735e+08</td>\n      <td>5.2133</td>\n      <td>0.000067</td>\n      <td>0.003611</td>\n      <td>0.009281</td>\n      <td>-0.002449</td>\n      <td>-0.005996</td>\n      <td>-0.001176</td>\n      <td>202303</td>\n      <td>3272.8602</td>\n    </tr>\n    <tr>\n      <th>386394</th>\n      <td>603000</td>\n      <td>2023-03-31</td>\n      <td>18.890</td>\n      <td>1.239454e+09</td>\n      <td>5.7895</td>\n      <td>0.000067</td>\n      <td>0.003611</td>\n      <td>0.009281</td>\n      <td>-0.002449</td>\n      <td>-0.005996</td>\n      <td>-0.001176</td>\n      <td>202303</td>\n      <td>3272.8602</td>\n    </tr>\n    <tr>\n      <th>386395</th>\n      <td>603636</td>\n      <td>2023-03-31</td>\n      <td>16.710</td>\n      <td>5.158140e+08</td>\n      <td>3.6949</td>\n      <td>0.000067</td>\n      <td>0.003611</td>\n      <td>0.009281</td>\n      <td>-0.002449</td>\n      <td>-0.005996</td>\n      <td>-0.001176</td>\n      <td>202303</td>\n      <td>3272.8602</td>\n    </tr>\n    <tr>\n      <th>386396</th>\n      <td>603918</td>\n      <td>2023-03-31</td>\n      <td>15.950</td>\n      <td>1.323222e+09</td>\n      <td>10.9396</td>\n      <td>0.000067</td>\n      <td>0.003611</td>\n      <td>0.009281</td>\n      <td>-0.002449</td>\n      <td>-0.005996</td>\n      <td>-0.001176</td>\n      <td>202303</td>\n      <td>3272.8602</td>\n    </tr>\n    <tr>\n      <th>386397</th>\n      <td>900926</td>\n      <td>2023-03-31</td>\n      <td>3.302</td>\n      <td>5.223951e+06</td>\n      <td>1.6248</td>\n      <td>0.000067</td>\n      <td>0.003611</td>\n      <td>0.009281</td>\n      <td>-0.002449</td>\n      <td>-0.005996</td>\n      <td>-0.001176</td>\n      <td>202303</td>\n      <td>3272.8602</td>\n    </tr>\n  </tbody>\n</table>\n<p>366711 rows × 13 columns</p>\n</div>"
     },
     "execution_count": 102,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "l=stock_5_index.dropna()"
   ],
   "metadata": {
    "collapsed": false
   }
  },
  {
   "cell_type": "code",
   "execution_count": 103,
   "outputs": [
    {
     "data": {
      "text/plain": "        stkcode        date  stkclose        trdsum  dampltd        rf  \\\n0           503  2013-01-04     9.290  1.286639e+08   3.7975  0.000107   \n1           839  2013-01-04     6.030  4.247454e+07   1.8272  0.000107   \n2           917  2013-01-04    10.190  1.588363e+08   2.6078  0.000107   \n3           948  2013-01-04     6.300  1.305210e+07   4.7096  0.000107   \n4           997  2013-01-04     8.000  2.750085e+07   2.9630  0.000107   \n...         ...         ...       ...           ...      ...       ...   \n386393   601929  2023-03-31     2.180  1.675735e+08   5.2133  0.000067   \n386394   603000  2023-03-31    18.890  1.239454e+09   5.7895  0.000067   \n386395   603636  2023-03-31    16.710  5.158140e+08   3.6949  0.000067   \n386396   603918  2023-03-31    15.950  1.323222e+09  10.9396  0.000067   \n386397   900926  2023-03-31     3.302  5.223951e+06   1.6248  0.000067   \n\n        RiskPremium1      SMB1      HML1      RMW1      CMA1  YYYYmm  \\\n0           0.005138 -0.004980  0.005742 -0.000074 -0.007159  201301   \n1           0.005138 -0.004980  0.005742 -0.000074 -0.007159  201301   \n2           0.005138 -0.004980  0.005742 -0.000074 -0.007159  201301   \n3           0.005138 -0.004980  0.005742 -0.000074 -0.007159  201301   \n4           0.005138 -0.004980  0.005742 -0.000074 -0.007159  201301   \n...              ...       ...       ...       ...       ...     ...   \n386393      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n386394      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n386395      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n386396      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n386397      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n\n        indexclose  \n0        2276.9920  \n1        2276.9920  \n2        2276.9920  \n3        2276.9920  \n4        2276.9920  \n...            ...  \n386393   3272.8602  \n386394   3272.8602  \n386395   3272.8602  \n386396   3272.8602  \n386397   3272.8602  \n\n[366711 rows x 13 columns]",
      "text/html": "<div>\n<style scoped>\n    .dataframe tbody tr th:only-of-type {\n        vertical-align: middle;\n    }\n\n    .dataframe tbody tr th {\n        vertical-align: top;\n    }\n\n    .dataframe thead th {\n        text-align: right;\n    }\n</style>\n<table border=\"1\" class=\"dataframe\">\n  <thead>\n    <tr style=\"text-align: right;\">\n      <th></th>\n      <th>stkcode</th>\n      <th>date</th>\n      <th>stkclose</th>\n      <th>trdsum</th>\n      <th>dampltd</th>\n      <th>rf</th>\n      <th>RiskPremium1</th>\n      <th>SMB1</th>\n      <th>HML1</th>\n      <th>RMW1</th>\n      <th>CMA1</th>\n      <th>YYYYmm</th>\n      <th>indexclose</th>\n    </tr>\n  </thead>\n  <tbody>\n    <tr>\n      <th>0</th>\n      <td>503</td>\n      <td>2013-01-04</td>\n      <td>9.290</td>\n      <td>1.286639e+08</td>\n      <td>3.7975</td>\n      <td>0.000107</td>\n      <td>0.005138</td>\n      <td>-0.004980</td>\n      <td>0.005742</td>\n      <td>-0.000074</td>\n      <td>-0.007159</td>\n      <td>201301</td>\n      <td>2276.9920</td>\n    </tr>\n    <tr>\n      <th>1</th>\n      <td>839</td>\n      <td>2013-01-04</td>\n      <td>6.030</td>\n      <td>4.247454e+07</td>\n      <td>1.8272</td>\n      <td>0.000107</td>\n      <td>0.005138</td>\n      <td>-0.004980</td>\n      <td>0.005742</td>\n      <td>-0.000074</td>\n      <td>-0.007159</td>\n      <td>201301</td>\n      <td>2276.9920</td>\n    </tr>\n    <tr>\n      <th>2</th>\n      <td>917</td>\n      <td>2013-01-04</td>\n      <td>10.190</td>\n      <td>1.588363e+08</td>\n      <td>2.6078</td>\n      <td>0.000107</td>\n      <td>0.005138</td>\n      <td>-0.004980</td>\n      <td>0.005742</td>\n      <td>-0.000074</td>\n      <td>-0.007159</td>\n      <td>201301</td>\n      <td>2276.9920</td>\n    </tr>\n    <tr>\n      <th>3</th>\n      <td>948</td>\n      <td>2013-01-04</td>\n      <td>6.300</td>\n      <td>1.305210e+07</td>\n      <td>4.7096</td>\n      <td>0.000107</td>\n      <td>0.005138</td>\n      <td>-0.004980</td>\n      <td>0.005742</td>\n      <td>-0.000074</td>\n      <td>-0.007159</td>\n      <td>201301</td>\n      <td>2276.9920</td>\n    </tr>\n    <tr>\n      <th>4</th>\n      <td>997</td>\n      <td>2013-01-04</td>\n      <td>8.000</td>\n      <td>2.750085e+07</td>\n      <td>2.9630</td>\n      <td>0.000107</td>\n      <td>0.005138</td>\n      <td>-0.004980</td>\n      <td>0.005742</td>\n      <td>-0.000074</td>\n      <td>-0.007159</td>\n      <td>201301</td>\n      <td>2276.9920</td>\n    </tr>\n    <tr>\n      <th>...</th>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n    </tr>\n    <tr>\n      <th>386393</th>\n      <td>601929</td>\n      <td>2023-03-31</td>\n      <td>2.180</td>\n      <td>1.675735e+08</td>\n      <td>5.2133</td>\n      <td>0.000067</td>\n      <td>0.003611</td>\n      <td>0.009281</td>\n      <td>-0.002449</td>\n      <td>-0.005996</td>\n      <td>-0.001176</td>\n      <td>202303</td>\n      <td>3272.8602</td>\n    </tr>\n    <tr>\n      <th>386394</th>\n      <td>603000</td>\n      <td>2023-03-31</td>\n      <td>18.890</td>\n      <td>1.239454e+09</td>\n      <td>5.7895</td>\n      <td>0.000067</td>\n      <td>0.003611</td>\n      <td>0.009281</td>\n      <td>-0.002449</td>\n      <td>-0.005996</td>\n      <td>-0.001176</td>\n      <td>202303</td>\n      <td>3272.8602</td>\n    </tr>\n    <tr>\n      <th>386395</th>\n      <td>603636</td>\n      <td>2023-03-31</td>\n      <td>16.710</td>\n      <td>5.158140e+08</td>\n      <td>3.6949</td>\n      <td>0.000067</td>\n      <td>0.003611</td>\n      <td>0.009281</td>\n      <td>-0.002449</td>\n      <td>-0.005996</td>\n      <td>-0.001176</td>\n      <td>202303</td>\n      <td>3272.8602</td>\n    </tr>\n    <tr>\n      <th>386396</th>\n      <td>603918</td>\n      <td>2023-03-31</td>\n      <td>15.950</td>\n      <td>1.323222e+09</td>\n      <td>10.9396</td>\n      <td>0.000067</td>\n      <td>0.003611</td>\n      <td>0.009281</td>\n      <td>-0.002449</td>\n      <td>-0.005996</td>\n      <td>-0.001176</td>\n      <td>202303</td>\n      <td>3272.8602</td>\n    </tr>\n    <tr>\n      <th>386397</th>\n      <td>900926</td>\n      <td>2023-03-31</td>\n      <td>3.302</td>\n      <td>5.223951e+06</td>\n      <td>1.6248</td>\n      <td>0.000067</td>\n      <td>0.003611</td>\n      <td>0.009281</td>\n      <td>-0.002449</td>\n      <td>-0.005996</td>\n      <td>-0.001176</td>\n      <td>202303</td>\n      <td>3272.8602</td>\n    </tr>\n  </tbody>\n</table>\n<p>366711 rows × 13 columns</p>\n</div>"
     },
     "execution_count": 103,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "del l\n",
    "stock_5_index.dropna(inplace=True)\n",
    "stock_5_index"
   ],
   "metadata": {
    "collapsed": false
   }
  },
  {
   "cell_type": "code",
   "execution_count": 110,
   "outputs": [
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "E:\\Python37\\lib\\site-packages\\ipykernel_launcher.py:4: SettingWithCopyWarning: \n",
      "A value is trying to be set on a copy of a slice from a DataFrame.\n",
      "Try using .loc[row_indexer,col_indexer] = value instead\n",
      "\n",
      "See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy\n",
      "  after removing the cwd from sys.path.\n",
      "E:\\Python37\\lib\\site-packages\\ipykernel_launcher.py:5: SettingWithCopyWarning: \n",
      "A value is trying to be set on a copy of a slice from a DataFrame.\n",
      "Try using .loc[row_indexer,col_indexer] = value instead\n",
      "\n",
      "See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy\n",
      "  \"\"\"\n",
      "E:\\Python37\\lib\\site-packages\\pandas\\util\\_decorators.py:311: SettingWithCopyWarning: \n",
      "A value is trying to be set on a copy of a slice from a DataFrame\n",
      "\n",
      "See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy\n",
      "  return func(*args, **kwargs)\n"
     ]
    },
    {
     "data": {
      "text/plain": "{503:         stkcode        date  stkclose        trdsum  dampltd        rf  \\\n 113         503  2013-01-07      9.12  2.030455e+08   2.7987  0.000107   \n 226         503  2013-01-08      9.20  2.163447e+08   2.8509  0.000107   \n 339         503  2013-01-09      9.52  2.739355e+08   5.7609  0.000107   \n 452         503  2013-01-10      9.03  3.213901e+08   6.9328  0.000107   \n 565         503  2013-01-11      8.83  1.956859e+08   3.1008  0.000107   \n ...         ...         ...       ...           ...      ...       ...   \n 385708      503  2023-03-27     10.97  2.408894e+08   2.9650  0.000067   \n 385846      503  2023-03-28     10.78  1.290118e+08   2.3701  0.000067   \n 385984      503  2023-03-29     10.71  1.674875e+08   3.7106  0.000067   \n 386122      503  2023-03-30     10.40  1.583287e+08   3.3613  0.000067   \n 386260      503  2023-03-31     10.90  2.685735e+08   6.2500  0.000067   \n \n         RiskPremium1      SMB1      HML1      RMW1      CMA1  YYYYmm  \\\n 113         0.003761  0.010096 -0.002014 -0.004582  0.000641  201301   \n 226        -0.006667  0.012550 -0.007672 -0.001519  0.002452  201301   \n 339        -0.001212  0.002407 -0.003288  0.001126 -0.000336  201301   \n 452         0.003885  0.002622  0.004782 -0.003027  0.000300  201301   \n 565        -0.016251 -0.004473  0.000358 -0.000219 -0.008375  201301   \n ...              ...       ...       ...       ...       ...     ...   \n 385708     -0.006374  0.002265 -0.003920 -0.000093 -0.003669  202303   \n 385846      0.000790 -0.005440  0.003884  0.000231  0.002473  202303   \n 385984     -0.002534 -0.005063 -0.004080 -0.000682 -0.001761  202303   \n 386122      0.005986 -0.012989 -0.000733  0.008088 -0.001436  202303   \n 386260      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n \n         indexclose   stkdret  indexdret  \n 113      2285.3640 -0.018469   0.003670  \n 226      2276.0700  0.008734  -0.004075  \n 339      2275.3400  0.034191  -0.000321  \n 452      2283.6580 -0.052842   0.003649  \n 565      2242.9970 -0.022397  -0.017966  \n ...            ...       ...        ...  \n 385708   3251.3971 -0.014480  -0.004375  \n 385846   3245.3760 -0.017472  -0.001854  \n 385984   3240.0568 -0.006515  -0.001640  \n 386122   3261.2485 -0.029372   0.006519  \n 386260   3272.8602  0.046957   0.003554  \n \n [2258 rows x 15 columns],\n 555:         stkcode        date  stkclose        trdsum  dampltd        rf  \\\n 33932       555  2014-04-02     24.17  3.928652e+07   4.1250  0.000151   \n 34055       555  2014-04-03     23.99  3.246738e+07   4.5097  0.000151   \n 34178       555  2014-04-04     24.28  1.908634e+07   4.3768  0.000151   \n 34301       555  2014-04-08     24.20  2.552555e+07   1.7710  0.000151   \n 34424       555  2014-04-09     24.84  3.656745e+07   4.6694  0.000151   \n ...         ...         ...       ...           ...      ...       ...   \n 385709      555  2023-03-27     13.86  3.961700e+08   3.6567  0.000067   \n 385847      555  2023-03-28     13.51  2.428772e+08   3.3911  0.000067   \n 385985      555  2023-03-29     13.58  1.953204e+08   3.0348  0.000067   \n 386123      555  2023-03-30     13.48  2.416925e+08   2.7246  0.000067   \n 386261      555  2023-03-31     14.01  3.364809e+08   5.0445  0.000067   \n \n         RiskPremium1      SMB1      HML1      RMW1      CMA1  YYYYmm  \\\n 33932       0.005482 -0.005025 -0.001168  0.005834 -0.001574  201404   \n 34055      -0.008497  0.004091 -0.002852 -0.002508 -0.001225  201404   \n 34178       0.007030  0.004864 -0.000584 -0.001088  0.001462  201404   \n 34301       0.018927 -0.008693 -0.000397 -0.000135 -0.001264  201404   \n 34424       0.002584  0.006375  0.000119 -0.000040  0.001113  201404   \n ...              ...       ...       ...       ...       ...     ...   \n 385709     -0.006374  0.002265 -0.003920 -0.000093 -0.003669  202303   \n 385847      0.000790 -0.005440  0.003884  0.000231  0.002473  202303   \n 385985     -0.002534 -0.005063 -0.004080 -0.000682 -0.001761  202303   \n 386123      0.005986 -0.012989 -0.000733  0.008088 -0.001436  202303   \n 386261      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n \n         indexclose   stkdret  indexdret  \n 33932    2058.9880  0.007058   0.005615  \n 34055    2043.7020 -0.007475  -0.007452  \n 34178    2058.8310  0.012016   0.007375  \n 34301    2098.2840 -0.003300   0.018982  \n 34424    2105.2370  0.026103   0.003308  \n ...            ...       ...        ...  \n 385709   3251.3971  0.033752  -0.004375  \n 385847   3245.3760 -0.025577  -0.001854  \n 385985   3240.0568  0.005168  -0.001640  \n 386123   3261.2485 -0.007391   0.006519  \n 386261   3272.8602  0.038564   0.003554  \n \n [1923 rows x 15 columns],\n 839:         stkcode        date  stkclose        trdsum  dampltd        rf  \\\n 114         839  2013-01-07      6.02  3.862372e+07   1.3267  0.000107   \n 227         839  2013-01-08      6.06  6.517982e+07   2.8239  0.000107   \n 340         839  2013-01-09      6.09  5.648676e+07   1.9802  0.000107   \n 453         839  2013-01-10      6.16  9.855829e+07   4.1051  0.000107   \n 566         839  2013-01-11      5.98  5.463031e+07   3.7338  0.000107   \n ...         ...         ...       ...           ...      ...       ...   \n 354733      839  2022-04-25      2.48  7.581254e+08  15.5303  0.000062   \n 354875      839  2022-04-26      2.73  7.742684e+08  16.5323  0.000062   \n 355017      839  2022-04-27      3.00  8.471766e+08  15.7509  0.000061   \n 355159      839  2022-04-28      3.30  5.208859e+08   6.6667  0.000061   \n 355301      839  2022-04-29      3.10  1.740880e+09  15.7576  0.000061   \n \n         RiskPremium1      SMB1      HML1      RMW1      CMA1  YYYYmm  \\\n 114         0.003761  0.010096 -0.002014 -0.004582  0.000641  201301   \n 227        -0.006667  0.012550 -0.007672 -0.001519  0.002452  201301   \n 340        -0.001212  0.002407 -0.003288  0.001126 -0.000336  201301   \n 453         0.003885  0.002622  0.004782 -0.003027  0.000300  201301   \n 566        -0.016251 -0.004473  0.000358 -0.000219 -0.008375  201301   \n ...              ...       ...       ...       ...       ...     ...   \n 354733     -0.046321 -0.021524  0.011949  0.004015 -0.003004  202204   \n 354875     -0.013891 -0.024200  0.001593  0.010310 -0.009932  202204   \n 355017      0.020818 -0.004447 -0.013508  0.006960 -0.004059  202204   \n 355159      0.008706 -0.021763  0.003162  0.008648  0.000026  202204   \n 355301      0.021621  0.014116 -0.008293 -0.004378  0.004486  202204   \n \n         indexclose   stkdret  indexdret  \n 114      2285.3640 -0.001660   0.003670  \n 227      2276.0700  0.006623  -0.004075  \n 340      2275.3400  0.004938  -0.000321  \n 453      2283.6580  0.011429   0.003649  \n 566      2242.9970 -0.029656  -0.017966  \n ...            ...       ...        ...  \n 354733   2928.5118 -0.062520  -0.052679  \n 354875   2886.4257  0.096043  -0.014475  \n 355017   2958.2820  0.094311   0.024590  \n 355159   2975.4848  0.095310   0.005798  \n 355301   3047.0624 -0.062520   0.023771  \n \n [2141 rows x 15 columns],\n 917:         stkcode        date  stkclose        trdsum  dampltd        rf  \\\n 115         917  2013-01-07     10.23  1.238730e+08   2.2571  0.000107   \n 228         917  2013-01-08     10.24  1.300461e+08   2.4438  0.000107   \n 341         917  2013-01-09     10.07  1.170803e+08   2.9297  0.000107   \n 454         917  2013-01-10     10.20  1.105450e+08   2.2840  0.000107   \n 567         917  2013-01-11      9.88  1.282262e+08   4.2157  0.000107   \n ...         ...         ...       ...           ...      ...       ...   \n 385710      917  2023-03-27      6.06  1.178930e+08   2.4834  0.000067   \n 385848      917  2023-03-28      6.12  1.837237e+08   3.1353  0.000067   \n 385986      917  2023-03-29      6.14  1.417720e+08   2.6144  0.000067   \n 386124      917  2023-03-30      5.92  1.224369e+08   3.7459  0.000067   \n 386262      917  2023-03-31      6.12  9.692021e+07   3.7162  0.000067   \n \n         RiskPremium1      SMB1      HML1      RMW1      CMA1  YYYYmm  \\\n 115         0.003761  0.010096 -0.002014 -0.004582  0.000641  201301   \n 228        -0.006667  0.012550 -0.007672 -0.001519  0.002452  201301   \n 341        -0.001212  0.002407 -0.003288  0.001126 -0.000336  201301   \n 454         0.003885  0.002622  0.004782 -0.003027  0.000300  201301   \n 567        -0.016251 -0.004473  0.000358 -0.000219 -0.008375  201301   \n ...              ...       ...       ...       ...       ...     ...   \n 385710     -0.006374  0.002265 -0.003920 -0.000093 -0.003669  202303   \n 385848      0.000790 -0.005440  0.003884  0.000231  0.002473  202303   \n 385986     -0.002534 -0.005063 -0.004080 -0.000682 -0.001761  202303   \n 386124      0.005986 -0.012989 -0.000733  0.008088 -0.001436  202303   \n 386262      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n \n         indexclose   stkdret  indexdret  \n 115      2285.3640  0.003918   0.003670  \n 228      2276.0700  0.000977  -0.004075  \n 341      2275.3400 -0.016741  -0.000321  \n 454      2283.6580  0.012827   0.003649  \n 567      2242.9970 -0.031875  -0.017966  \n ...            ...       ...        ...  \n 385710   3251.3971  0.003306  -0.004375  \n 385848   3245.3760  0.009852  -0.001854  \n 385986   3240.0568  0.003263  -0.001640  \n 386124   3261.2485 -0.036488   0.006519  \n 386262   3272.8602  0.033226   0.003554  \n \n [2330 rows x 15 columns],\n 948:         stkcode        date  stkclose        trdsum  dampltd        rf  \\\n 116         948  2013-01-07      6.73  4.565070e+07   8.5714  0.000107   \n 229         948  2013-01-08      7.15  7.845263e+07   9.3611  0.000107   \n 342         948  2013-01-09      6.88  6.314972e+07   4.3357  0.000107   \n 455         948  2013-01-10      6.78  2.810289e+07   2.6163  0.000107   \n 568         948  2013-01-11      6.64  2.234886e+07   2.6549  0.000107   \n ...         ...         ...       ...           ...      ...       ...   \n 385711      948  2023-03-27     23.28  4.423274e+08   3.0316  0.000067   \n 385849      948  2023-03-28     24.30  1.241781e+09   6.4863  0.000067   \n 385987      948  2023-03-29     23.54  6.417519e+08   3.0453  0.000067   \n 386125      948  2023-03-30     22.42  5.780013e+08   5.2251  0.000067   \n 386263      948  2023-03-31     22.67  3.203124e+08   3.7021  0.000067   \n \n         RiskPremium1      SMB1      HML1      RMW1      CMA1  YYYYmm  \\\n 116         0.003761  0.010096 -0.002014 -0.004582  0.000641  201301   \n 229        -0.006667  0.012550 -0.007672 -0.001519  0.002452  201301   \n 342        -0.001212  0.002407 -0.003288  0.001126 -0.000336  201301   \n 455         0.003885  0.002622  0.004782 -0.003027  0.000300  201301   \n 568        -0.016251 -0.004473  0.000358 -0.000219 -0.008375  201301   \n ...              ...       ...       ...       ...       ...     ...   \n 385711     -0.006374  0.002265 -0.003920 -0.000093 -0.003669  202303   \n 385849      0.000790 -0.005440  0.003884  0.000231  0.002473  202303   \n 385987     -0.002534 -0.005063 -0.004080 -0.000682 -0.001761  202303   \n 386125      0.005986 -0.012989 -0.000733  0.008088 -0.001436  202303   \n 386263      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n \n         indexclose   stkdret  indexdret  \n 116      2285.3640  0.066026   0.003670  \n 229      2276.0700  0.060537  -0.004075  \n 342      2275.3400 -0.038494  -0.000321  \n 455      2283.6580 -0.014642   0.003649  \n 568      2242.9970 -0.020865  -0.017966  \n ...            ...       ...        ...  \n 385711   3251.3971  0.008195  -0.004375  \n 385849   3245.3760  0.042882  -0.001854  \n 385987   3240.0568 -0.031775  -0.001640  \n 386125   3261.2485 -0.048748   0.006519  \n 386263   3272.8602  0.011089   0.003554  \n \n [2866 rows x 15 columns],\n 997:         stkcode        date  stkclose        trdsum  dampltd        rf  \\\n 117         997  2013-01-07      8.18  3.628050e+07   3.0000  0.000107   \n 230         997  2013-01-08      8.33  6.242179e+07   4.7677  0.000107   \n 343         997  2013-01-09      8.23  4.753617e+07   3.0012  0.000107   \n 456         997  2013-01-10      8.35  4.337267e+07   2.3086  0.000107   \n 569         997  2013-01-11      8.27  6.344008e+07   3.7126  0.000107   \n ...         ...         ...       ...           ...      ...       ...   \n 385712      997  2023-03-27     16.95  2.269337e+08   3.8732  0.000067   \n 385850      997  2023-03-28     16.76  1.476066e+08   2.3009  0.000067   \n 385988      997  2023-03-29     16.72  1.228401e+08   2.5656  0.000067   \n 386126      997  2023-03-30     16.46  1.926677e+08   3.1699  0.000067   \n 386264      997  2023-03-31     16.74  1.558026e+08   4.0097  0.000067   \n \n         RiskPremium1      SMB1      HML1      RMW1      CMA1  YYYYmm  \\\n 117         0.003761  0.010096 -0.002014 -0.004582  0.000641  201301   \n 230        -0.006667  0.012550 -0.007672 -0.001519  0.002452  201301   \n 343        -0.001212  0.002407 -0.003288  0.001126 -0.000336  201301   \n 456         0.003885  0.002622  0.004782 -0.003027  0.000300  201301   \n 569        -0.016251 -0.004473  0.000358 -0.000219 -0.008375  201301   \n ...              ...       ...       ...       ...       ...     ...   \n 385712     -0.006374  0.002265 -0.003920 -0.000093 -0.003669  202303   \n 385850      0.000790 -0.005440  0.003884  0.000231  0.002473  202303   \n 385988     -0.002534 -0.005063 -0.004080 -0.000682 -0.001761  202303   \n 386126      0.005986 -0.012989 -0.000733  0.008088 -0.001436  202303   \n 386264      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n \n         indexclose   stkdret  indexdret  \n 117      2285.3640  0.022251   0.003670  \n 230      2276.0700  0.018171  -0.004075  \n 343      2275.3400 -0.012077  -0.000321  \n 456      2283.6580  0.014476   0.003649  \n 569      2242.9970 -0.009627  -0.017966  \n ...            ...       ...        ...  \n 385712   3251.3971 -0.005296  -0.004375  \n 385850   3245.3760 -0.011273  -0.001854  \n 385988   3240.0568 -0.002389  -0.001640  \n 386126   3261.2485 -0.015672   0.006519  \n 386264   3272.8602  0.016868   0.003554  \n \n [2825 rows x 15 columns],\n 2063:         stkcode        date  stkclose        trdsum  dampltd        rf  \\\n 118        2063  2013-01-07     14.63  4.476278e+07   2.3304  0.000107   \n 231        2063  2013-01-08     15.01  1.353468e+08   4.1695  0.000107   \n 344        2063  2013-01-09     15.22  8.325732e+07   4.5969  0.000107   \n 457        2063  2013-01-10     15.00  4.040388e+07   2.5624  0.000107   \n 570        2063  2013-01-11     14.86  5.064410e+07   2.0000  0.000107   \n ...         ...         ...       ...           ...      ...       ...   \n 385713     2063  2023-03-27      9.40  4.273057e+08   5.0883  0.000067   \n 385851     2063  2023-03-28      9.35  2.980128e+08   3.1915  0.000067   \n 385989     2063  2023-03-29      9.31  2.599578e+08   3.7433  0.000067   \n 386127     2063  2023-03-30      9.14  3.114396e+08   4.4039  0.000067   \n 386265     2063  2023-03-31      9.35  2.808431e+08   3.7199  0.000067   \n \n         RiskPremium1      SMB1      HML1      RMW1      CMA1  YYYYmm  \\\n 118         0.003761  0.010096 -0.002014 -0.004582  0.000641  201301   \n 231        -0.006667  0.012550 -0.007672 -0.001519  0.002452  201301   \n 344        -0.001212  0.002407 -0.003288  0.001126 -0.000336  201301   \n 457         0.003885  0.002622  0.004782 -0.003027  0.000300  201301   \n 570        -0.016251 -0.004473  0.000358 -0.000219 -0.008375  201301   \n ...              ...       ...       ...       ...       ...     ...   \n 385713     -0.006374  0.002265 -0.003920 -0.000093 -0.003669  202303   \n 385851      0.000790 -0.005440  0.003884  0.000231  0.002473  202303   \n 385989     -0.002534 -0.005063 -0.004080 -0.000682 -0.001761  202303   \n 386127      0.005986 -0.012989 -0.000733  0.008088 -0.001436  202303   \n 386265      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n \n         indexclose   stkdret  indexdret  \n 118      2285.3640  0.002738   0.003670  \n 231      2276.0700  0.025642  -0.004075  \n 344      2275.3400  0.013894  -0.000321  \n 457      2283.6580 -0.014560   0.003649  \n 570      2242.9970 -0.009377  -0.017966  \n ...            ...       ...        ...  \n 385713   3251.3971 -0.024174  -0.004375  \n 385851   3245.3760 -0.005333  -0.001854  \n 385989   3240.0568 -0.004287  -0.001640  \n 386127   3261.2485 -0.018429   0.006519  \n 386265   3272.8602  0.022716   0.003554  \n \n [2882 rows x 15 columns],\n 2065:         stkcode        date  stkclose        trdsum  dampltd        rf  \\\n 119        2065  2013-01-07     13.76  1.201131e+08   1.8155  0.000107   \n 232        2065  2013-01-08     14.44  2.010480e+08   6.5407  0.000107   \n 345        2065  2013-01-09     14.87  2.515446e+08   5.9557  0.000107   \n 458        2065  2013-01-10     15.06  9.672681e+07   2.6900  0.000107   \n 571        2065  2013-01-11     14.71  1.011346e+08   4.9137  0.000107   \n ...         ...         ...       ...           ...      ...       ...   \n 385714     2065  2023-03-27      7.59  1.562563e+09   7.7886  0.000067   \n 385852     2065  2023-03-28      8.35  3.363998e+09   9.6179  0.000067   \n 385990     2065  2023-03-29      8.54  3.534915e+09  13.7725  0.000067   \n 386128     2065  2023-03-30      8.13  1.872895e+09   7.8454  0.000067   \n 386266     2065  2023-03-31      8.30  1.833064e+09   7.0111  0.000067   \n \n         RiskPremium1      SMB1      HML1      RMW1      CMA1  YYYYmm  \\\n 119         0.003761  0.010096 -0.002014 -0.004582  0.000641  201301   \n 232        -0.006667  0.012550 -0.007672 -0.001519  0.002452  201301   \n 345        -0.001212  0.002407 -0.003288  0.001126 -0.000336  201301   \n 458         0.003885  0.002622  0.004782 -0.003027  0.000300  201301   \n 571        -0.016251 -0.004473  0.000358 -0.000219 -0.008375  201301   \n ...              ...       ...       ...       ...       ...     ...   \n 385714     -0.006374  0.002265 -0.003920 -0.000093 -0.003669  202303   \n 385852      0.000790 -0.005440  0.003884  0.000231  0.002473  202303   \n 385990     -0.002534 -0.005063 -0.004080 -0.000682 -0.001761  202303   \n 386128      0.005986 -0.012989 -0.000733  0.008088 -0.001436  202303   \n 386266      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n \n         indexclose   stkdret  indexdret  \n 119      2285.3640 -0.000726   0.003670  \n 232      2276.0700  0.048236  -0.004075  \n 345      2275.3400  0.029344  -0.000321  \n 458      2283.6580  0.012696   0.003649  \n 571      2242.9970 -0.023515  -0.017966  \n ...            ...       ...        ...  \n 385714   3251.3971  0.054140  -0.004375  \n 385852   3245.3760  0.095430  -0.001854  \n 385990   3240.0568  0.022499  -0.001640  \n 386128   3261.2485 -0.049200   0.006519  \n 386266   3272.8602  0.020695   0.003554  \n \n [2666 rows x 15 columns],\n 2093:         stkcode        date  stkclose        trdsum  dampltd        rf  \\\n 120        2093  2013-01-07      4.13  2.075183e+07   1.9512  0.000107   \n 233        2093  2013-01-08      4.32  8.360461e+07   6.0533  0.000107   \n 346        2093  2013-01-09      4.32  4.642833e+07   3.2407  0.000107   \n 459        2093  2013-01-10      4.30  2.241380e+07   1.6204  0.000107   \n 572        2093  2013-01-11      4.32  7.112588e+07   6.2791  0.000107   \n ...         ...         ...       ...           ...      ...       ...   \n 385715     2093  2023-03-27      8.88  4.562343e+08   3.6344  0.000067   \n 385853     2093  2023-03-28      8.73  2.766904e+08   2.9279  0.000067   \n 385991     2093  2023-03-29      8.69  2.488537e+08   3.0928  0.000067   \n 386129     2093  2023-03-30      8.45  3.216597e+08   5.1784  0.000067   \n 386267     2093  2023-03-31      8.50  2.949990e+08   3.9053  0.000067   \n \n         RiskPremium1      SMB1      HML1      RMW1      CMA1  YYYYmm  \\\n 120         0.003761  0.010096 -0.002014 -0.004582  0.000641  201301   \n 233        -0.006667  0.012550 -0.007672 -0.001519  0.002452  201301   \n 346        -0.001212  0.002407 -0.003288  0.001126 -0.000336  201301   \n 459         0.003885  0.002622  0.004782 -0.003027  0.000300  201301   \n 572        -0.016251 -0.004473  0.000358 -0.000219 -0.008375  201301   \n ...              ...       ...       ...       ...       ...     ...   \n 385715     -0.006374  0.002265 -0.003920 -0.000093 -0.003669  202303   \n 385853      0.000790 -0.005440  0.003884  0.000231  0.002473  202303   \n 385991     -0.002534 -0.005063 -0.004080 -0.000682 -0.001761  202303   \n 386129      0.005986 -0.012989 -0.000733  0.008088 -0.001436  202303   \n 386267      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n \n         indexclose   stkdret  indexdret  \n 120      2285.3640  0.007290   0.003670  \n 233      2276.0700  0.044978  -0.004075  \n 346      2275.3400  0.000000  -0.000321  \n 459      2283.6580 -0.004640   0.003649  \n 572      2242.9970  0.004640  -0.017966  \n ...            ...       ...        ...  \n 385715   3251.3971 -0.022273  -0.004375  \n 385853   3245.3760 -0.017036  -0.001854  \n 385991   3240.0568 -0.004592  -0.001640  \n 386129   3261.2485 -0.028006   0.006519  \n 386267   3272.8602  0.005900   0.003554  \n \n [2941 rows x 15 columns],\n 2095:         stkcode        date  stkclose        trdsum  dampltd        rf  \\\n 121        2095  2013-01-07     12.29  2.561396e+07   4.5455  0.000107   \n 234        2095  2013-01-08     12.36  2.598393e+07   4.2311  0.000107   \n 347        2095  2013-01-09     12.33  1.785643e+07   2.1845  0.000107   \n 460        2095  2013-01-10     12.60  3.457548e+07   3.4874  0.000107   \n 573        2095  2013-01-11     12.79  7.054519e+07   4.5238  0.000107   \n ...         ...         ...       ...           ...      ...       ...   \n 385716     2095  2023-03-27     21.45  2.794925e+08   4.2831  0.000067   \n 385854     2095  2023-03-28     20.97  1.800215e+08   3.3566  0.000067   \n 385992     2095  2023-03-29     23.07  7.363636e+08   9.9666  0.000067   \n 386130     2095  2023-03-30     25.13  1.349175e+09   8.6259  0.000067   \n 386268     2095  2023-03-31     24.30  8.732335e+08   6.2475  0.000067   \n \n         RiskPremium1      SMB1      HML1      RMW1      CMA1  YYYYmm  \\\n 121         0.003761  0.010096 -0.002014 -0.004582  0.000641  201301   \n 234        -0.006667  0.012550 -0.007672 -0.001519  0.002452  201301   \n 347        -0.001212  0.002407 -0.003288  0.001126 -0.000336  201301   \n 460         0.003885  0.002622  0.004782 -0.003027  0.000300  201301   \n 573        -0.016251 -0.004473  0.000358 -0.000219 -0.008375  201301   \n ...              ...       ...       ...       ...       ...     ...   \n 385716     -0.006374  0.002265 -0.003920 -0.000093 -0.003669  202303   \n 385854      0.000790 -0.005440  0.003884  0.000231  0.002473  202303   \n 385992     -0.002534 -0.005063 -0.004080 -0.000682 -0.001761  202303   \n 386130      0.005986 -0.012989 -0.000733  0.008088 -0.001436  202303   \n 386268      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n \n         indexclose   stkdret  indexdret  \n 121      2285.3640  0.033930   0.003670  \n 234      2276.0700  0.005680  -0.004075  \n 347      2275.3400 -0.002430  -0.000321  \n 460      2283.6580  0.021661   0.003649  \n 573      2242.9970  0.014967  -0.017966  \n ...            ...       ...        ...  \n 385716   3251.3971 -0.001398  -0.004375  \n 385854   3245.3760 -0.022632  -0.001854  \n 385992   3240.0568  0.095440  -0.001640  \n 386130   3261.2485  0.085529   0.006519  \n 386268   3272.8602 -0.033586   0.003554  \n \n [2973 rows x 15 columns],\n 2148:         stkcode        date  stkclose        trdsum  dampltd        rf  \\\n 122        2148  2013-01-07     13.00  3.821443e+07   3.0636  0.000107   \n 235        2148  2013-01-08     14.30  1.535803e+08   9.9231  0.000107   \n 348        2148  2013-01-09     14.25  1.297430e+08   4.1259  0.000107   \n 461        2148  2013-01-10     14.60  1.258990e+08   5.0526  0.000107   \n 574        2148  2013-01-11     16.06  1.018894e+08   4.1781  0.000107   \n ...         ...         ...       ...           ...      ...       ...   \n 385717     2148  2023-03-27      6.67  1.637281e+08   3.6036  0.000067   \n 385855     2148  2023-03-28      6.54  1.054051e+08   2.0990  0.000067   \n 385993     2148  2023-03-29      6.54  1.083559e+08   2.2936  0.000067   \n 386131     2148  2023-03-30      6.34  1.141519e+08   3.8226  0.000067   \n 386269     2148  2023-03-31      6.53  1.257334e+08   4.4164  0.000067   \n \n         RiskPremium1      SMB1      HML1      RMW1      CMA1  YYYYmm  \\\n 122         0.003761  0.010096 -0.002014 -0.004582  0.000641  201301   \n 235        -0.006667  0.012550 -0.007672 -0.001519  0.002452  201301   \n 348        -0.001212  0.002407 -0.003288  0.001126 -0.000336  201301   \n 461         0.003885  0.002622  0.004782 -0.003027  0.000300  201301   \n 574        -0.016251 -0.004473  0.000358 -0.000219 -0.008375  201301   \n ...              ...       ...       ...       ...       ...     ...   \n 385717     -0.006374  0.002265 -0.003920 -0.000093 -0.003669  202303   \n 385855      0.000790 -0.005440  0.003884  0.000231  0.002473  202303   \n 385993     -0.002534 -0.005063 -0.004080 -0.000682 -0.001761  202303   \n 386131      0.005986 -0.012989 -0.000733  0.008088 -0.001436  202303   \n 386269      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n \n         indexclose   stkdret  indexdret  \n 122      2285.3640  0.020988   0.003670  \n 235      2276.0700  0.095310  -0.004075  \n 348      2275.3400 -0.003503  -0.000321  \n 461      2283.6580  0.024265   0.003649  \n 574      2242.9970  0.095310  -0.017966  \n ...            ...       ...        ...  \n 385717   3251.3971  0.001500  -0.004375  \n 385855   3245.3760 -0.019683  -0.001854  \n 385993   3240.0568  0.000000  -0.001640  \n 386131   3261.2485 -0.031058   0.006519  \n 386269   3272.8602  0.029528   0.003554  \n \n [2898 rows x 15 columns],\n 2153:         stkcode        date  stkclose        trdsum  dampltd        rf  \\\n 123        2153  2013-01-07     20.90  3.374362e+07   2.3113  0.000107   \n 236        2153  2013-01-08     21.30  5.152935e+07   3.5407  0.000107   \n 6564       2153  2013-04-03     22.31  1.790088e+08   5.7277  0.000106   \n 6677       2153  2013-04-08     20.97  7.402761e+07   6.9924  0.000106   \n 6790       2153  2013-04-09     22.80  1.324703e+08  12.4940  0.000106   \n ...         ...         ...       ...           ...      ...       ...   \n 385718     2153  2023-03-27     20.12  7.541654e+07   0.0000  0.000067   \n 385856     2153  2023-03-28     22.13  9.046756e+08   0.6461  0.000067   \n 385994     2153  2023-03-29     23.00  2.309011e+09  15.4089  0.000067   \n 386132     2153  2023-03-30     24.69  1.999151e+09  11.9130  0.000067   \n 386270     2153  2023-03-31     25.66  1.587350e+09  10.8951  0.000067   \n \n         RiskPremium1      SMB1      HML1      RMW1      CMA1  YYYYmm  \\\n 123         0.003761  0.010096 -0.002014 -0.004582  0.000641  201301   \n 236        -0.006667  0.012550 -0.007672 -0.001519  0.002452  201301   \n 6564       -0.000251 -0.008726 -0.002050 -0.002273 -0.003128  201304   \n 6677       -0.006396  0.006041 -0.002764 -0.004440 -0.000757  201304   \n 6790        0.005604  0.002810 -0.000844  0.000040  0.001730  201304   \n ...              ...       ...       ...       ...       ...     ...   \n 385718     -0.006374  0.002265 -0.003920 -0.000093 -0.003669  202303   \n 385856      0.000790 -0.005440  0.003884  0.000231  0.002473  202303   \n 385994     -0.002534 -0.005063 -0.004080 -0.000682 -0.001761  202303   \n 386132      0.005986 -0.012989 -0.000733  0.008088 -0.001436  202303   \n 386270      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n \n         indexclose   stkdret  indexdret  \n 123      2285.3640 -0.014252   0.003670  \n 236      2276.0700  0.018958  -0.004075  \n 6564     2225.2950  0.046328  -0.022561  \n 6677     2211.5920 -0.061942  -0.006177  \n 6790     2225.7750  0.083668   0.006393  \n ...            ...       ...        ...  \n 385718   3251.3971  0.095360  -0.004375  \n 385856   3245.3760  0.095220  -0.001854  \n 385994   3240.0568  0.038560  -0.001640  \n 386132   3261.2485  0.070904   0.006519  \n 386270   3272.8602  0.038535   0.003554  \n \n [2857 rows x 15 columns],\n 2174:         stkcode        date  stkclose        trdsum  dampltd        rf  \\\n 73129      2174  2015-07-02     78.94  4.158813e+08  11.3823  0.000088   \n 73272      2174  2015-07-03     71.60  3.078525e+08  15.7081  0.000088   \n 73415      2174  2015-07-06     69.10  2.533749e+08  16.9832  0.000088   \n 74416      2174  2015-07-15     76.01  3.435880e+07   0.0000  0.000087   \n 74559      2174  2015-07-16     79.89  6.125207e+08  17.8792  0.000086   \n ...         ...         ...       ...           ...      ...       ...   \n 385719     2174  2023-03-27     12.50  6.798536e+08   7.6573  0.000067   \n 385857     2174  2023-03-28     12.44  4.153431e+08   2.8800  0.000067   \n 385995     2174  2023-03-29     12.34  3.136071e+08   4.0193  0.000067   \n 386133     2174  2023-03-30     12.14  2.462093e+08   3.7277  0.000067   \n 386271     2174  2023-03-31     13.05  4.436069e+08   8.7315  0.000067   \n \n         RiskPremium1      SMB1      HML1      RMW1      CMA1  YYYYmm  \\\n 73129      -0.025863 -0.049698  0.027553  0.028759 -0.002770  201507   \n 73272      -0.057310 -0.026463  0.002999  0.017712 -0.001927  201507   \n 73415       0.038489 -0.092128  0.031801  0.043998 -0.011977  201507   \n 74416      -0.021472 -0.040881  0.018642  0.028728  0.006951  201507   \n 74559       0.001717  0.007036 -0.000436 -0.005622 -0.001592  201507   \n ...              ...       ...       ...       ...       ...     ...   \n 385719     -0.006374  0.002265 -0.003920 -0.000093 -0.003669  202303   \n 385857      0.000790 -0.005440  0.003884  0.000231  0.002473  202303   \n 385995     -0.002534 -0.005063 -0.004080 -0.000682 -0.001761  202303   \n 386133      0.005986 -0.012989 -0.000733  0.008088 -0.001436  202303   \n 386271      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n \n         indexclose   stkdret  indexdret  \n 73129    3912.7668 -0.105006  -0.035385  \n 73272    3686.9153 -0.097593  -0.059455  \n 73415    3775.9122 -0.035540   0.023852  \n 74416    3805.7033  0.095310   0.007859  \n 74559    3823.1755  0.049786   0.004581  \n ...            ...       ...        ...  \n 385719   3251.3971 -0.053730  -0.004375  \n 385857   3245.3760 -0.004812  -0.001854  \n 385995   3240.0568 -0.008071  -0.001640  \n 386133   3261.2485 -0.016340   0.006519  \n 386271   3272.8602  0.072282   0.003554  \n \n [1746 rows x 15 columns],\n 2195:         stkcode        date  stkclose        trdsum  dampltd        rf  \\\n 124        2195  2013-01-07     12.14  2.223434e+07   5.4422  0.000107   \n 237        2195  2013-01-08     12.52  3.984589e+07   7.0016  0.000107   \n 350        2195  2013-01-09     12.54  3.366327e+07   3.0351  0.000107   \n 463        2195  2013-01-10     12.63  1.783831e+07   3.3493  0.000107   \n 576        2195  2013-01-11     12.25  1.836216e+07   4.1964  0.000107   \n ...         ...         ...       ...           ...      ...       ...   \n 385720     2195  2023-03-27      3.51  2.498760e+09   8.6826  0.000067   \n 385858     2195  2023-03-28      3.35  1.401363e+09   4.2735  0.000067   \n 385996     2195  2023-03-29      3.29  1.045461e+09   3.2836  0.000067   \n 386134     2195  2023-03-30      3.27  7.576493e+08   3.6474  0.000067   \n 386272     2195  2023-03-31      3.33  9.510817e+08   4.8930  0.000067   \n \n         RiskPremium1      SMB1      HML1      RMW1      CMA1  YYYYmm  \\\n 124         0.003761  0.010096 -0.002014 -0.004582  0.000641  201301   \n 237        -0.006667  0.012550 -0.007672 -0.001519  0.002452  201301   \n 350        -0.001212  0.002407 -0.003288  0.001126 -0.000336  201301   \n 463         0.003885  0.002622  0.004782 -0.003027  0.000300  201301   \n 576        -0.016251 -0.004473  0.000358 -0.000219 -0.008375  201301   \n ...              ...       ...       ...       ...       ...     ...   \n 385720     -0.006374  0.002265 -0.003920 -0.000093 -0.003669  202303   \n 385858      0.000790 -0.005440  0.003884  0.000231  0.002473  202303   \n 385996     -0.002534 -0.005063 -0.004080 -0.000682 -0.001761  202303   \n 386134      0.005986 -0.012989 -0.000733  0.008088 -0.001436  202303   \n 386272      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n \n         indexclose   stkdret  indexdret  \n 124      2285.3640  0.031802   0.003670  \n 237      2276.0700  0.030822  -0.004075  \n 350      2275.3400  0.001596  -0.000321  \n 463      2283.6580  0.007151   0.003649  \n 576      2242.9970 -0.030549  -0.017966  \n ...            ...       ...        ...  \n 385720   3251.3971  0.049645  -0.004375  \n 385858   3245.3760 -0.046656  -0.001854  \n 385996   3240.0568 -0.018073  -0.001640  \n 386134   3261.2485 -0.006098   0.006519  \n 386272   3272.8602  0.018182   0.003554  \n \n [2880 rows x 15 columns],\n 2230:         stkcode        date  stkclose        trdsum  dampltd        rf  \\\n 125        2230  2013-01-07     28.90  1.570984e+08   4.1725  0.000107   \n 238        2230  2013-01-08     29.86  1.806144e+08   5.6401  0.000107   \n 351        2230  2013-01-09     30.58  2.137032e+08   5.0904  0.000107   \n 464        2230  2013-01-10     30.15  8.508776e+07   2.0275  0.000107   \n 577        2230  2013-01-11     29.40  1.124643e+08   3.7148  0.000107   \n ...         ...         ...       ...           ...      ...       ...   \n 385721     2230  2023-03-27     60.46  7.443330e+09   5.9147  0.000067   \n 385859     2230  2023-03-28     58.24  4.771642e+09   4.0026  0.000067   \n 385997     2230  2023-03-29     59.25  6.106902e+09   6.9025  0.000067   \n 386135     2230  2023-03-30     58.77  3.790553e+09   4.6245  0.000067   \n 386273     2230  2023-03-31     63.68  6.759843e+09  11.3493  0.000067   \n \n         RiskPremium1      SMB1      HML1      RMW1      CMA1  YYYYmm  \\\n 125         0.003761  0.010096 -0.002014 -0.004582  0.000641  201301   \n 238        -0.006667  0.012550 -0.007672 -0.001519  0.002452  201301   \n 351        -0.001212  0.002407 -0.003288  0.001126 -0.000336  201301   \n 464         0.003885  0.002622  0.004782 -0.003027  0.000300  201301   \n 577        -0.016251 -0.004473  0.000358 -0.000219 -0.008375  201301   \n ...              ...       ...       ...       ...       ...     ...   \n 385721     -0.006374  0.002265 -0.003920 -0.000093 -0.003669  202303   \n 385859      0.000790 -0.005440  0.003884  0.000231  0.002473  202303   \n 385997     -0.002534 -0.005063 -0.004080 -0.000682 -0.001761  202303   \n 386135      0.005986 -0.012989 -0.000733  0.008088 -0.001436  202303   \n 386273      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n \n         indexclose   stkdret  indexdret  \n 125      2285.3640  0.004856   0.003670  \n 238      2276.0700  0.032678  -0.004075  \n 351      2275.3400  0.023826  -0.000321  \n 464      2283.6580 -0.014161   0.003649  \n 577      2242.9970 -0.025190  -0.017966  \n ...            ...       ...        ...  \n 385721   3251.3971  0.007304  -0.004375  \n 385859   3245.3760 -0.037410  -0.001854  \n 385997   3240.0568  0.017193  -0.001640  \n 386135   3261.2485 -0.008134   0.006519  \n 386273   3272.8602  0.080239   0.003554  \n \n [2897 rows x 15 columns],\n 2232:         stkcode        date  stkclose        trdsum  dampltd        rf  \\\n 126        2232  2013-01-07      6.23  1.181657e+07   2.4351  0.000107   \n 239        2232  2013-01-08      6.47  3.909950e+07   5.1364  0.000107   \n 352        2232  2013-01-09      6.47  2.802695e+07   3.5549  0.000107   \n 465        2232  2013-01-10      6.67  3.773458e+07   5.1005  0.000107   \n 578        2232  2013-01-11      6.76  8.156653e+07   6.8966  0.000107   \n ...         ...         ...       ...           ...      ...       ...   \n 385722     2232  2023-03-27     16.50  4.575780e+08   3.2298  0.000067   \n 385860     2232  2023-03-28     15.91  3.026863e+08   4.1212  0.000067   \n 385998     2232  2023-03-29     15.91  2.275246e+08   2.7027  0.000067   \n 386136     2232  2023-03-30     15.57  2.125849e+08   3.0170  0.000067   \n 386274     2232  2023-03-31     16.03  2.310893e+08   4.5601  0.000067   \n \n         RiskPremium1      SMB1      HML1      RMW1      CMA1  YYYYmm  \\\n 126         0.003761  0.010096 -0.002014 -0.004582  0.000641  201301   \n 239        -0.006667  0.012550 -0.007672 -0.001519  0.002452  201301   \n 352        -0.001212  0.002407 -0.003288  0.001126 -0.000336  201301   \n 465         0.003885  0.002622  0.004782 -0.003027  0.000300  201301   \n 578        -0.016251 -0.004473  0.000358 -0.000219 -0.008375  201301   \n ...              ...       ...       ...       ...       ...     ...   \n 385722     -0.006374  0.002265 -0.003920 -0.000093 -0.003669  202303   \n 385860      0.000790 -0.005440  0.003884  0.000231  0.002473  202303   \n 385998     -0.002534 -0.005063 -0.004080 -0.000682 -0.001761  202303   \n 386136      0.005986 -0.012989 -0.000733  0.008088 -0.001436  202303   \n 386274      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n \n         indexclose   stkdret  indexdret  \n 126      2285.3640  0.011300   0.003670  \n 239      2276.0700  0.037800  -0.004075  \n 352      2275.3400  0.000000  -0.000321  \n 465      2283.6580  0.030444   0.003649  \n 578      2242.9970  0.013403  -0.017966  \n ...            ...       ...        ...  \n 385722   3251.3971  0.024541  -0.004375  \n 385860   3245.3760 -0.036413  -0.001854  \n 385998   3240.0568  0.000000  -0.001640  \n 386136   3261.2485 -0.021602   0.006519  \n 386274   3272.8602  0.029116   0.003554  \n \n [2968 rows x 15 columns],\n 2238:         stkcode        date  stkclose        trdsum  dampltd        rf  \\\n 127        2238  2013-01-07     10.92  4.540574e+07   9.6374  0.000107   \n 240        2238  2013-01-08     10.83  3.302507e+07   3.6630  0.000107   \n 353        2238  2013-01-09     11.18  5.242173e+07   5.2632  0.000107   \n 466        2238  2013-01-10     11.62  7.054811e+07   5.3667  0.000107   \n 579        2238  2013-01-11     11.55  6.295783e+07   4.6472  0.000107   \n ...         ...         ...       ...           ...      ...       ...   \n 385723     2238  2023-03-27      8.46  1.855812e+08   2.7711  0.000067   \n 385861     2238  2023-03-28      8.26  1.914444e+08   4.8463  0.000067   \n 385999     2238  2023-03-29      8.22  1.055970e+08   2.5424  0.000067   \n 386137     2238  2023-03-30      7.83  1.388937e+08   5.2311  0.000067   \n 386275     2238  2023-03-31      7.96  1.396918e+08   5.2363  0.000067   \n \n         RiskPremium1      SMB1      HML1      RMW1      CMA1  YYYYmm  \\\n 127         0.003761  0.010096 -0.002014 -0.004582  0.000641  201301   \n 240        -0.006667  0.012550 -0.007672 -0.001519  0.002452  201301   \n 353        -0.001212  0.002407 -0.003288  0.001126 -0.000336  201301   \n 466         0.003885  0.002622  0.004782 -0.003027  0.000300  201301   \n 579        -0.016251 -0.004473  0.000358 -0.000219 -0.008375  201301   \n ...              ...       ...       ...       ...       ...     ...   \n 385723     -0.006374  0.002265 -0.003920 -0.000093 -0.003669  202303   \n 385861      0.000790 -0.005440  0.003884  0.000231  0.002473  202303   \n 385999     -0.002534 -0.005063 -0.004080 -0.000682 -0.001761  202303   \n 386137      0.005986 -0.012989 -0.000733  0.008088 -0.001436  202303   \n 386275      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n \n         indexclose   stkdret  indexdret  \n 127      2285.3640  0.041127   0.003670  \n 240      2276.0700 -0.008276  -0.004075  \n 353      2275.3400  0.031806  -0.000321  \n 466      2283.6580  0.038601   0.003649  \n 579      2242.9970 -0.006042  -0.017966  \n ...            ...       ...        ...  \n 385723   3251.3971  0.019094  -0.004375  \n 385861   3245.3760 -0.023925  -0.001854  \n 385999   3240.0568 -0.004854  -0.001640  \n 386137   3261.2485 -0.048608   0.006519  \n 386275   3272.8602  0.016466   0.003554  \n \n [2381 rows x 15 columns],\n 2253:         stkcode        date  stkclose        trdsum  dampltd        rf  \\\n 128        2253  2013-01-07     13.55  3.651481e+07   5.7231  0.000107   \n 241        2253  2013-01-08     13.50  2.570272e+07   2.3616  0.000107   \n 354        2253  2013-01-09     13.26  3.238008e+07   4.2963  0.000107   \n 467        2253  2013-01-10     13.30  2.603597e+07   2.1870  0.000107   \n 580        2253  2013-01-11     13.32  4.134134e+07   3.7594  0.000107   \n ...         ...         ...       ...           ...      ...       ...   \n 385724     2253  2023-03-27     21.05  1.057343e+09   8.6207  0.000067   \n 385862     2253  2023-03-28     19.58  1.117521e+09   9.8337  0.000067   \n 386000     2253  2023-03-29     19.25  9.730154e+08   8.3248  0.000067   \n 386138     2253  2023-03-30     17.85  7.131734e+08   8.7792  0.000067   \n 386276     2253  2023-03-31     18.21  4.353252e+08   5.2661  0.000067   \n \n         RiskPremium1      SMB1      HML1      RMW1      CMA1  YYYYmm  \\\n 128         0.003761  0.010096 -0.002014 -0.004582  0.000641  201301   \n 241        -0.006667  0.012550 -0.007672 -0.001519  0.002452  201301   \n 354        -0.001212  0.002407 -0.003288  0.001126 -0.000336  201301   \n 467         0.003885  0.002622  0.004782 -0.003027  0.000300  201301   \n 580        -0.016251 -0.004473  0.000358 -0.000219 -0.008375  201301   \n ...              ...       ...       ...       ...       ...     ...   \n 385724     -0.006374  0.002265 -0.003920 -0.000093 -0.003669  202303   \n 385862      0.000790 -0.005440  0.003884  0.000231  0.002473  202303   \n 386000     -0.002534 -0.005063 -0.004080 -0.000682 -0.001761  202303   \n 386138      0.005986 -0.012989 -0.000733  0.008088 -0.001436  202303   \n 386276      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n \n         indexclose   stkdret  indexdret  \n 128      2285.3640  0.046836   0.003670  \n 241      2276.0700 -0.003697  -0.004075  \n 354      2275.3400 -0.017938  -0.000321  \n 467      2283.6580  0.003012   0.003649  \n 580      2242.9970  0.001503  -0.017966  \n ...            ...       ...        ...  \n 385724   3251.3971  0.095120  -0.004375  \n 385862   3245.3760 -0.072392  -0.001854  \n 386000   3240.0568 -0.016998  -0.001640  \n 386138   3261.2485 -0.075508   0.006519  \n 386276   3272.8602  0.019967   0.003554  \n \n [2952 rows x 15 columns],\n 2261:         stkcode        date  stkclose        trdsum  dampltd        rf  \\\n 129        2261  2013-01-07      8.07  4.253788e+07   3.7037  0.000107   \n 242        2261  2013-01-08      8.40  1.243570e+08   7.3110  0.000107   \n 355        2261  2013-01-09      8.24  7.608125e+07   3.0952  0.000107   \n 468        2261  2013-01-10      8.64  1.215644e+08   5.3398  0.000107   \n 581        2261  2013-01-11      9.50  3.040954e+08   9.4907  0.000107   \n ...         ...         ...       ...           ...      ...       ...   \n 385725     2261  2023-03-27     15.44  4.376716e+09   4.8433  0.000067   \n 385863     2261  2023-03-28     15.92  5.999224e+09  10.0389  0.000067   \n 386001     2261  2023-03-29     15.67  5.256478e+09   6.9724  0.000067   \n 386139     2261  2023-03-30     15.66  4.457244e+09   7.5941  0.000067   \n 386277     2261  2023-03-31     15.52  4.278889e+09   6.9604  0.000067   \n \n         RiskPremium1      SMB1      HML1      RMW1      CMA1  YYYYmm  \\\n 129         0.003761  0.010096 -0.002014 -0.004582  0.000641  201301   \n 242        -0.006667  0.012550 -0.007672 -0.001519  0.002452  201301   \n 355        -0.001212  0.002407 -0.003288  0.001126 -0.000336  201301   \n 468         0.003885  0.002622  0.004782 -0.003027  0.000300  201301   \n 581        -0.016251 -0.004473  0.000358 -0.000219 -0.008375  201301   \n ...              ...       ...       ...       ...       ...     ...   \n 385725     -0.006374  0.002265 -0.003920 -0.000093 -0.003669  202303   \n 385863      0.000790 -0.005440  0.003884  0.000231  0.002473  202303   \n 386001     -0.002534 -0.005063 -0.004080 -0.000682 -0.001761  202303   \n 386139      0.005986 -0.012989 -0.000733  0.008088 -0.001436  202303   \n 386277      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n \n         indexclose   stkdret  indexdret  \n 129      2285.3640  0.030191   0.003670  \n 242      2276.0700  0.040078  -0.004075  \n 355      2275.3400 -0.019231  -0.000321  \n 468      2283.6580  0.047402   0.003649  \n 581      2242.9970  0.094889  -0.017966  \n ...            ...       ...        ...  \n 385725   3251.3971  0.095051  -0.004375  \n 385863   3245.3760  0.030615  -0.001854  \n 386001   3240.0568 -0.015828  -0.001640  \n 386139   3261.2485 -0.000638   0.006519  \n 386277   3272.8602 -0.008980   0.003554  \n \n [2807 rows x 15 columns],\n 2268:         stkcode        date  stkclose        trdsum  dampltd        rf  \\\n 130        2268  2013-01-07      9.64  4.731791e+07   4.1009  0.000107   \n 243        2268  2013-01-08      9.82  6.471856e+07   4.4606  0.000107   \n 356        2268  2013-01-09      9.64  4.824120e+07   2.8513  0.000107   \n 469        2268  2013-01-10      9.61  3.749577e+07   2.8008  0.000107   \n 582        2268  2013-01-11      9.90  1.062890e+08   8.3247  0.000107   \n ...         ...         ...       ...           ...      ...       ...   \n 385726     2268  2023-03-27     36.04  1.612089e+09   5.3629  0.000067   \n 385864     2268  2023-03-28     38.90  3.821164e+09   9.6004  0.000067   \n 386002     2268  2023-03-29     37.65  2.989013e+09   5.8869  0.000067   \n 386140     2268  2023-03-30     39.08  2.945965e+09   9.0040  0.000067   \n 386278     2268  2023-03-31     38.95  1.979802e+09   3.5056  0.000067   \n \n         RiskPremium1      SMB1      HML1      RMW1      CMA1  YYYYmm  \\\n 130         0.003761  0.010096 -0.002014 -0.004582  0.000641  201301   \n 243        -0.006667  0.012550 -0.007672 -0.001519  0.002452  201301   \n 356        -0.001212  0.002407 -0.003288  0.001126 -0.000336  201301   \n 469         0.003885  0.002622  0.004782 -0.003027  0.000300  201301   \n 582        -0.016251 -0.004473  0.000358 -0.000219 -0.008375  201301   \n ...              ...       ...       ...       ...       ...     ...   \n 385726     -0.006374  0.002265 -0.003920 -0.000093 -0.003669  202303   \n 385864      0.000790 -0.005440  0.003884  0.000231  0.002473  202303   \n 386002     -0.002534 -0.005063 -0.004080 -0.000682 -0.001761  202303   \n 386140      0.005986 -0.012989 -0.000733  0.008088 -0.001436  202303   \n 386278      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n \n         indexclose   stkdret  indexdret  \n 130      2285.3640  0.013577   0.003670  \n 243      2276.0700  0.018500  -0.004075  \n 356      2275.3400 -0.018500  -0.000321  \n 469      2283.6580 -0.003117   0.003649  \n 582      2242.9970  0.029731  -0.017966  \n ...            ...       ...        ...  \n 385726   3251.3971 -0.024124  -0.004375  \n 385864   3245.3760  0.076365  -0.001854  \n 386002   3240.0568 -0.032661  -0.001640  \n 386140   3261.2485  0.037278   0.006519  \n 386278   3272.8602 -0.003332   0.003554  \n \n [2849 rows x 15 columns],\n 2279:         stkcode        date  stkclose        trdsum  dampltd        rf  \\\n 131        2279  2013-01-07      7.93  1.609690e+07   3.4749  0.000107   \n 244        2279  2013-01-08      8.14  2.812531e+07   4.0353  0.000107   \n 357        2279  2013-01-09      7.98  2.395626e+07   2.9484  0.000107   \n 470        2279  2013-01-10      8.38  5.136996e+07   9.0226  0.000107   \n 583        2279  2013-01-11      8.26  3.403519e+07   3.4606  0.000107   \n ...         ...         ...       ...           ...      ...       ...   \n 385727     2279  2023-03-27      8.92  6.802470e+08   3.5320  0.000067   \n 385865     2279  2023-03-28      9.17  1.031516e+09   7.7354  0.000067   \n 386003     2279  2023-03-29      8.73  7.067984e+08   4.1439  0.000067   \n 386141     2279  2023-03-30      8.33  5.423406e+08   4.2383  0.000067   \n 386279     2279  2023-03-31      8.58  4.352707e+08   5.0420  0.000067   \n \n         RiskPremium1      SMB1      HML1      RMW1      CMA1  YYYYmm  \\\n 131         0.003761  0.010096 -0.002014 -0.004582  0.000641  201301   \n 244        -0.006667  0.012550 -0.007672 -0.001519  0.002452  201301   \n 357        -0.001212  0.002407 -0.003288  0.001126 -0.000336  201301   \n 470         0.003885  0.002622  0.004782 -0.003027  0.000300  201301   \n 583        -0.016251 -0.004473  0.000358 -0.000219 -0.008375  201301   \n ...              ...       ...       ...       ...       ...     ...   \n 385727     -0.006374  0.002265 -0.003920 -0.000093 -0.003669  202303   \n 385865      0.000790 -0.005440  0.003884  0.000231  0.002473  202303   \n 386003     -0.002534 -0.005063 -0.004080 -0.000682 -0.001761  202303   \n 386141      0.005986 -0.012989 -0.000733  0.008088 -0.001436  202303   \n 386279      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n \n         indexclose   stkdret  indexdret  \n 131      2285.3640  0.020383   0.003670  \n 244      2276.0700  0.026137  -0.004075  \n 357      2275.3400 -0.019852  -0.000321  \n 470      2283.6580  0.048910   0.003649  \n 583      2242.9970 -0.014423  -0.017966  \n ...            ...       ...        ...  \n 385727   3251.3971 -0.015573  -0.004375  \n 385865   3245.3760  0.027641  -0.001854  \n 386003   3240.0568 -0.049172  -0.001640  \n 386141   3261.2485 -0.046902   0.006519  \n 386279   3272.8602  0.029570   0.003554  \n \n [2826 rows x 15 columns],\n 2280:         stkcode        date  stkclose        trdsum  dampltd        rf  \\\n 132        2280  2013-01-07      9.51  9.030772e+06   3.0043  0.000107   \n 245        2280  2013-01-08      9.60  1.307436e+07   3.6803  0.000107   \n 358        2280  2013-01-09      9.54  1.064438e+07   2.2917  0.000107   \n 471        2280  2013-01-10     10.20  6.519272e+07  10.0629  0.000107   \n 584        2280  2013-01-11      9.93  4.356669e+07   5.1961  0.000107   \n ...         ...         ...       ...           ...      ...       ...   \n 326058     2280  2021-06-24      5.24  3.976916e+08   5.5970  0.000067   \n 326202     2280  2021-06-25      5.26  3.522422e+08   4.3893  0.000067   \n 326346     2280  2021-06-28      5.34  2.995864e+08   4.5627  0.000067   \n 326490     2280  2021-06-29      5.25  2.583701e+08   3.9326  0.000067   \n 326634     2280  2021-06-30      5.26  2.056503e+08   3.0476  0.000067   \n \n         RiskPremium1      SMB1      HML1      RMW1      CMA1  YYYYmm  \\\n 132         0.003761  0.010096 -0.002014 -0.004582  0.000641  201301   \n 245        -0.006667  0.012550 -0.007672 -0.001519  0.002452  201301   \n 358        -0.001212  0.002407 -0.003288  0.001126 -0.000336  201301   \n 471         0.003885  0.002622  0.004782 -0.003027  0.000300  201301   \n 584        -0.016251 -0.004473  0.000358 -0.000219 -0.008375  201301   \n ...              ...       ...       ...       ...       ...     ...   \n 326058      0.001572 -0.003716  0.003047  0.002617 -0.001663  202106   \n 326202      0.011857 -0.007737 -0.001428  0.003261 -0.002099  202106   \n 326346     -0.002663  0.004595 -0.006423  0.001590  0.001388  202106   \n 326490     -0.008624  0.002586  0.003854  0.002409  0.000780  202106   \n 326634      0.004788 -0.003427 -0.000873 -0.001404  0.000744  202106   \n \n         indexclose   stkdret  indexdret  \n 132      2285.3640  0.020181   0.003670  \n 245      2276.0700  0.009419  -0.004075  \n 358      2275.3400 -0.006270  -0.000321  \n 471      2283.6580  0.066894   0.003649  \n 584      2242.9970 -0.026827  -0.017966  \n ...            ...       ...        ...  \n 326058   3566.6539 -0.022642   0.000122  \n 326202   3607.5618  0.003810   0.011404  \n 326346   3606.3722  0.015095  -0.000330  \n 326490   3573.1779 -0.016998  -0.009247  \n 326634   3591.1970  0.001903   0.005030  \n \n [2063 rows x 15 columns],\n 2315:         stkcode        date  stkclose        trdsum  dampltd        rf  \\\n 133        2315  2013-01-07     31.65  4.908908e+07   4.6053  0.000107   \n 246        2315  2013-01-08     31.52  4.148443e+07   2.9068  0.000107   \n 359        2315  2013-01-09     31.24  3.048404e+07   2.6967  0.000107   \n 472        2315  2013-01-10     31.84  4.282721e+07   4.5134  0.000107   \n 585        2315  2013-01-11     30.89  4.254069e+07   5.5905  0.000107   \n ...         ...         ...       ...           ...      ...       ...   \n 385728     2315  2023-03-27     25.11  5.844448e+08   4.5596  0.000067   \n 385866     2315  2023-03-28     23.21  6.352355e+08   7.7260  0.000067   \n 386004     2315  2023-03-29     23.32  3.879923e+08   3.9638  0.000067   \n 386142     2315  2023-03-30     22.94  2.703860e+08   4.3310  0.000067   \n 386280     2315  2023-03-31     23.36  3.139272e+08   3.8797  0.000067   \n \n         RiskPremium1      SMB1      HML1      RMW1      CMA1  YYYYmm  \\\n 133         0.003761  0.010096 -0.002014 -0.004582  0.000641  201301   \n 246        -0.006667  0.012550 -0.007672 -0.001519  0.002452  201301   \n 359        -0.001212  0.002407 -0.003288  0.001126 -0.000336  201301   \n 472         0.003885  0.002622  0.004782 -0.003027  0.000300  201301   \n 585        -0.016251 -0.004473  0.000358 -0.000219 -0.008375  201301   \n ...              ...       ...       ...       ...       ...     ...   \n 385728     -0.006374  0.002265 -0.003920 -0.000093 -0.003669  202303   \n 385866      0.000790 -0.005440  0.003884  0.000231  0.002473  202303   \n 386004     -0.002534 -0.005063 -0.004080 -0.000682 -0.001761  202303   \n 386142      0.005986 -0.012989 -0.000733  0.008088 -0.001436  202303   \n 386280      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n \n         indexclose   stkdret  indexdret  \n 133      2285.3640  0.040296   0.003670  \n 246      2276.0700 -0.004116  -0.004075  \n 359      2275.3400 -0.008923  -0.000321  \n 472      2283.6580  0.019024   0.003649  \n 585      2242.9970 -0.030291  -0.017966  \n ...            ...       ...        ...  \n 385728   3251.3971 -0.021667  -0.004375  \n 385866   3245.3760 -0.078683  -0.001854  \n 386004   3240.0568  0.004728  -0.001640  \n 386142   3261.2485 -0.016429   0.006519  \n 386280   3272.8602  0.018143   0.003554  \n \n [2971 rows x 15 columns],\n 2316:         stkcode        date  stkclose        trdsum  dampltd        rf  \\\n 134        2316  2013-01-07      7.35  1.816124e+07   2.4862  0.000107   \n 247        2316  2013-01-08      7.44  2.798851e+07   3.1293  0.000107   \n 360        2316  2013-01-09      7.38  2.027034e+07   3.6290  0.000107   \n 473        2316  2013-01-10      7.70  3.645411e+07   6.0976  0.000107   \n 586        2316  2013-01-11      7.67  3.885708e+07   3.5065  0.000107   \n ...         ...         ...       ...           ...      ...       ...   \n 354753     2316  2022-04-25      3.64  1.712438e+07   0.0000  0.000062   \n 354895     2316  2022-04-26      3.28  1.064032e+07   0.0000  0.000062   \n 355037     2316  2022-04-27      3.34  2.268424e+08  15.2439  0.000061   \n 355179     2316  2022-04-28      3.01  1.344084e+08   4.7904  0.000061   \n 355321     2316  2022-04-29      3.03  1.691408e+08  14.2857  0.000061   \n \n         RiskPremium1      SMB1      HML1      RMW1      CMA1  YYYYmm  \\\n 134         0.003761  0.010096 -0.002014 -0.004582  0.000641  201301   \n 247        -0.006667  0.012550 -0.007672 -0.001519  0.002452  201301   \n 360        -0.001212  0.002407 -0.003288  0.001126 -0.000336  201301   \n 473         0.003885  0.002622  0.004782 -0.003027  0.000300  201301   \n 586        -0.016251 -0.004473  0.000358 -0.000219 -0.008375  201301   \n ...              ...       ...       ...       ...       ...     ...   \n 354753     -0.046321 -0.021524  0.011949  0.004015 -0.003004  202204   \n 354895     -0.013891 -0.024200  0.001593  0.010310 -0.009932  202204   \n 355037      0.020818 -0.004447 -0.013508  0.006960 -0.004059  202204   \n 355179      0.008706 -0.021763  0.003162  0.008648  0.000026  202204   \n 355321      0.021621  0.014116 -0.008293 -0.004378  0.004486  202204   \n \n         indexclose   stkdret  indexdret  \n 134      2285.3640  0.015079   0.003670  \n 247      2276.0700  0.012171  -0.004075  \n 360      2275.3400 -0.008097  -0.000321  \n 473      2283.6580  0.042447   0.003649  \n 586      2242.9970 -0.003904  -0.017966  \n ...            ...       ...        ...  \n 354753   2928.5118 -0.104261  -0.052679  \n 354895   2886.4257 -0.104140  -0.014475  \n 355037   2958.2820  0.018127   0.024590  \n 355179   2975.4848 -0.104031   0.005798  \n 355321   3047.0624  0.006623   0.023771  \n \n [2306 rows x 15 columns],\n 2331:         stkcode        date  stkclose        trdsum  dampltd        rf  \\\n 135        2331  2013-01-07     11.58  2.141917e+07   7.2477  0.000107   \n 248        2331  2013-01-08     11.84  2.584562e+07   5.2677  0.000107   \n 361        2331  2013-01-09     11.75  1.660966e+07   3.3784  0.000107   \n 474        2331  2013-01-10     11.97  1.091861e+07   2.4681  0.000107   \n 587        2331  2013-01-11     11.55  1.332401e+07   5.0125  0.000107   \n ...         ...         ...       ...           ...      ...       ...   \n 385729     2331  2023-03-27      7.99  1.260947e+08   2.1851  0.000067   \n 385867     2331  2023-03-28      7.73  7.942004e+07   3.0038  0.000067   \n 386005     2331  2023-03-29      7.74  4.908683e+07   1.8111  0.000067   \n 386143     2331  2023-03-30      7.59  4.790335e+07   2.5840  0.000067   \n 386281     2331  2023-03-31      7.75  4.529376e+07   3.2938  0.000067   \n \n         RiskPremium1      SMB1      HML1      RMW1      CMA1  YYYYmm  \\\n 135         0.003761  0.010096 -0.002014 -0.004582  0.000641  201301   \n 248        -0.006667  0.012550 -0.007672 -0.001519  0.002452  201301   \n 361        -0.001212  0.002407 -0.003288  0.001126 -0.000336  201301   \n 474         0.003885  0.002622  0.004782 -0.003027  0.000300  201301   \n 587        -0.016251 -0.004473  0.000358 -0.000219 -0.008375  201301   \n ...              ...       ...       ...       ...       ...     ...   \n 385729     -0.006374  0.002265 -0.003920 -0.000093 -0.003669  202303   \n 385867      0.000790 -0.005440  0.003884  0.000231  0.002473  202303   \n 386005     -0.002534 -0.005063 -0.004080 -0.000682 -0.001761  202303   \n 386143      0.005986 -0.012989 -0.000733  0.008088 -0.001436  202303   \n 386281      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n \n         indexclose   stkdret  indexdret  \n 135      2285.3640  0.060517   0.003670  \n 248      2276.0700  0.022204  -0.004075  \n 361      2275.3400 -0.007630  -0.000321  \n 474      2283.6580  0.018550   0.003649  \n 587      2242.9970 -0.035718  -0.017966  \n ...            ...       ...        ...  \n 385729   3251.3971  0.026634  -0.004375  \n 385867   3245.3760 -0.033082  -0.001854  \n 386005   3240.0568  0.001293  -0.001640  \n 386143   3261.2485 -0.019570   0.006519  \n 386281   3272.8602  0.020861   0.003554  \n \n [2674 rows x 15 columns],\n 2354:         stkcode        date  stkclose        trdsum  dampltd        rf  \\\n 64693      2354  2015-04-02     98.56  3.986433e+08   6.2054  0.000134   \n 64824      2354  2015-04-03    103.91  1.015065e+09   7.4168  0.000134   \n 64955      2354  2015-04-07     99.90  4.223736e+08   6.5826  0.000133   \n 65086      2354  2015-04-08     94.99  2.732697e+08   9.7998  0.000132   \n 65217      2354  2015-04-09     96.39  2.553909e+08   7.0007  0.000132   \n ...         ...         ...       ...           ...      ...       ...   \n 385730     2354  2023-03-27      6.53  1.680996e+09   5.7839  0.000067   \n 385868     2354  2023-03-28      6.20  1.221197e+09   3.6753  0.000067   \n 386006     2354  2023-03-29      6.14  8.174738e+08   3.2258  0.000067   \n 386144     2354  2023-03-30      5.85  9.272110e+08   5.0489  0.000067   \n 386282     2354  2023-03-31      6.18  1.018191e+09   6.8376  0.000067   \n \n         RiskPremium1      SMB1      HML1      RMW1      CMA1  YYYYmm  \\\n 64693       0.002106  0.018357 -0.006521 -0.001491  0.002883  201504   \n 64824       0.008796  0.015947  0.000270 -0.004244  0.000681  201504   \n 64955       0.026761 -0.002799  0.005650  0.003403  0.000459  201504   \n 65086       0.010389 -0.011203  0.003268  0.008568  0.004158  201504   \n 65217      -0.009368 -0.002541  0.002167 -0.001552  0.001280  201504   \n ...              ...       ...       ...       ...       ...     ...   \n 385730     -0.006374  0.002265 -0.003920 -0.000093 -0.003669  202303   \n 385868      0.000790 -0.005440  0.003884  0.000231  0.002473  202303   \n 386006     -0.002534 -0.005063 -0.004080 -0.000682 -0.001761  202303   \n 386144      0.005986 -0.012989 -0.000733  0.008088 -0.001436  202303   \n 386282      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n \n         indexclose   stkdret  indexdret  \n 64693    3825.7840  0.095310   0.004057  \n 64824    3863.9290  0.052860   0.009921  \n 64955    3961.3780 -0.039355   0.024907  \n 65086    3994.8110 -0.050398   0.008404  \n 65217    3957.5340  0.014631  -0.009375  \n ...            ...       ...        ...  \n 385730   3251.3971 -0.006107  -0.004375  \n 385868   3245.3760 -0.051858  -0.001854  \n 386006   3240.0568 -0.009725  -0.001640  \n 386144   3261.2485 -0.048383   0.006519  \n 386282   3272.8602  0.054877   0.003554  \n \n [1542 rows x 15 columns],\n 2368:         stkcode        date  stkclose        trdsum  dampltd        rf  \\\n 136        2368  2013-01-07     14.88  1.222729e+07   1.5604  0.000107   \n 249        2368  2013-01-08     15.28  2.180719e+07   3.7634  0.000107   \n 362        2368  2013-01-09     15.43  2.088532e+07   2.2906  0.000107   \n 475        2368  2013-01-10     15.41  1.844262e+07   1.6850  0.000107   \n 588        2368  2013-01-11     15.56  3.901603e+07   3.2446  0.000107   \n ...         ...         ...       ...           ...      ...       ...   \n 385731     2368  2023-03-27     40.50  2.103011e+09   7.4349  0.000067   \n 385869     2368  2023-03-28     40.58  1.285220e+09   5.4321  0.000067   \n 386007     2368  2023-03-29     41.32  1.292580e+09   6.5303  0.000067   \n 386145     2368  2023-03-30     41.38  9.314788e+08   4.0174  0.000067   \n 386283     2368  2023-03-31     42.18  8.596811e+08   4.3983  0.000067   \n \n         RiskPremium1      SMB1      HML1      RMW1      CMA1  YYYYmm  \\\n 136         0.003761  0.010096 -0.002014 -0.004582  0.000641  201301   \n 249        -0.006667  0.012550 -0.007672 -0.001519  0.002452  201301   \n 362        -0.001212  0.002407 -0.003288  0.001126 -0.000336  201301   \n 475         0.003885  0.002622  0.004782 -0.003027  0.000300  201301   \n 588        -0.016251 -0.004473  0.000358 -0.000219 -0.008375  201301   \n ...              ...       ...       ...       ...       ...     ...   \n 385731     -0.006374  0.002265 -0.003920 -0.000093 -0.003669  202303   \n 385869      0.000790 -0.005440  0.003884  0.000231  0.002473  202303   \n 386007     -0.002534 -0.005063 -0.004080 -0.000682 -0.001761  202303   \n 386145      0.005986 -0.012989 -0.000733  0.008088 -0.001436  202303   \n 386283      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n \n         indexclose   stkdret  indexdret  \n 136      2285.3640  0.009453   0.003670  \n 249      2276.0700  0.026527  -0.004075  \n 362      2275.3400  0.009769  -0.000321  \n 475      2283.6580 -0.001297   0.003649  \n 588      2242.9970  0.009687  -0.017966  \n ...            ...       ...        ...  \n 385731   3251.3971 -0.060828  -0.004375  \n 385869   3245.3760  0.001973  -0.001854  \n 386007   3240.0568  0.018071  -0.001640  \n 386145   3261.2485  0.001451   0.006519  \n 386283   3272.8602  0.019149   0.003554  \n \n [2750 rows x 15 columns],\n 2373:         stkcode        date  stkclose        trdsum  dampltd        rf  \\\n 137        2373  2013-01-07     10.81  9.641761e+06   3.9085  0.000107   \n 250        2373  2013-01-08     10.90  1.234049e+07   3.6078  0.000107   \n 363        2373  2013-01-09     11.21  2.401604e+07   9.1743  0.000107   \n 476        2373  2013-01-10     11.50  1.409379e+07   5.8876  0.000107   \n 589        2373  2013-01-11     11.46  1.552690e+07   2.5217  0.000107   \n ...         ...         ...       ...           ...      ...       ...   \n 385732     2373  2023-03-27     14.62  1.179807e+09  12.5275  0.000067   \n 385870     2373  2023-03-28     13.67  8.106121e+08   4.7196  0.000067   \n 386008     2373  2023-03-29     13.95  6.416170e+08   8.0468  0.000067   \n 386146     2373  2023-03-30     13.11  5.583788e+08   6.3799  0.000067   \n 386284     2373  2023-03-31     13.45  3.554191e+08   4.8055  0.000067   \n \n         RiskPremium1      SMB1      HML1      RMW1      CMA1  YYYYmm  \\\n 137         0.003761  0.010096 -0.002014 -0.004582  0.000641  201301   \n 250        -0.006667  0.012550 -0.007672 -0.001519  0.002452  201301   \n 363        -0.001212  0.002407 -0.003288  0.001126 -0.000336  201301   \n 476         0.003885  0.002622  0.004782 -0.003027  0.000300  201301   \n 589        -0.016251 -0.004473  0.000358 -0.000219 -0.008375  201301   \n ...              ...       ...       ...       ...       ...     ...   \n 385732     -0.006374  0.002265 -0.003920 -0.000093 -0.003669  202303   \n 385870      0.000790 -0.005440  0.003884  0.000231  0.002473  202303   \n 386008     -0.002534 -0.005063 -0.004080 -0.000682 -0.001761  202303   \n 386146      0.005986 -0.012989 -0.000733  0.008088 -0.001436  202303   \n 386284      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n \n         indexclose   stkdret  indexdret  \n 137      2285.3640  0.030049   0.003670  \n 250      2276.0700  0.008291  -0.004075  \n 363      2275.3400  0.028043  -0.000321  \n 476      2283.6580  0.025541   0.003649  \n 589      2242.9970 -0.003484  -0.017966  \n ...            ...       ...        ...  \n 385732   3251.3971  0.068651  -0.004375  \n 385870   3245.3760 -0.067187  -0.001854  \n 386008   3240.0568  0.020276  -0.001640  \n 386146   3261.2485 -0.062104   0.006519  \n 386284   3272.8602  0.025604   0.003554  \n \n [2651 rows x 15 columns],\n 2401:         stkcode        date  stkclose        trdsum  dampltd        rf  \\\n 138        2401  2013-01-07     11.64  1.930050e+08   6.7918  0.000107   \n 251        2401  2013-01-08     11.48  1.471244e+08   3.2646  0.000107   \n 364        2401  2013-01-09     11.42  1.076090e+08   2.7875  0.000107   \n 477        2401  2013-01-10     11.33  9.177439e+07   3.4151  0.000107   \n 590        2401  2013-01-11     11.52  2.356415e+08  10.9444  0.000107   \n ...         ...         ...       ...           ...      ...       ...   \n 385733     2401  2023-03-27     19.21  8.692670e+08   8.4469  0.000067   \n 385871     2401  2023-03-28     21.13  9.109388e+08  13.2743  0.000067   \n 386009     2401  2023-03-29     22.77  1.463139e+09  11.0270  0.000067   \n 386147     2401  2023-03-30     22.53  9.856550e+08   6.5876  0.000067   \n 386285     2401  2023-03-31     22.16  7.642848e+08   6.6134  0.000067   \n \n         RiskPremium1      SMB1      HML1      RMW1      CMA1  YYYYmm  \\\n 138         0.003761  0.010096 -0.002014 -0.004582  0.000641  201301   \n 251        -0.006667  0.012550 -0.007672 -0.001519  0.002452  201301   \n 364        -0.001212  0.002407 -0.003288  0.001126 -0.000336  201301   \n 477         0.003885  0.002622  0.004782 -0.003027  0.000300  201301   \n 590        -0.016251 -0.004473  0.000358 -0.000219 -0.008375  201301   \n ...              ...       ...       ...       ...       ...     ...   \n 385733     -0.006374  0.002265 -0.003920 -0.000093 -0.003669  202303   \n 385871      0.000790 -0.005440  0.003884  0.000231  0.002473  202303   \n 386009     -0.002534 -0.005063 -0.004080 -0.000682 -0.001761  202303   \n 386147      0.005986 -0.012989 -0.000733  0.008088 -0.001436  202303   \n 386285      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n \n         indexclose   stkdret  indexdret  \n 138      2285.3640  0.039427   0.003670  \n 251      2276.0700 -0.013841  -0.004075  \n 364      2275.3400 -0.005240  -0.000321  \n 477      2283.6580 -0.007912   0.003649  \n 590      2242.9970  0.016631  -0.017966  \n ...            ...       ...        ...  \n 385733   3251.3971  0.045801  -0.004375  \n 385871   3245.3760  0.095263  -0.001854  \n 386009   3240.0568  0.074750  -0.001640  \n 386147   3261.2485 -0.010596   0.006519  \n 386285   3272.8602 -0.016559   0.003554  \n \n [2884 rows x 15 columns],\n 2405:         stkcode        date  stkclose        trdsum  dampltd        rf  \\\n 139        2405  2013-01-07     11.60  2.201103e+08   8.1778  0.000107   \n 252        2405  2013-01-08     12.14  3.072444e+08   9.5690  0.000107   \n 365        2405  2013-01-09     11.84  3.130231e+08   7.4135  0.000107   \n 478        2405  2013-01-10     12.33  3.100801e+08   7.6858  0.000107   \n 591        2405  2013-01-11     12.73  5.199030e+08   6.4071  0.000107   \n ...         ...         ...       ...           ...      ...       ...   \n 385734     2405  2023-03-27     14.40  1.498120e+09   5.1640  0.000067   \n 385872     2405  2023-03-28     13.87  9.155929e+08   3.8889  0.000067   \n 386010     2405  2023-03-29     13.50  1.091869e+09   4.7585  0.000067   \n 386148     2405  2023-03-30     13.06  1.008584e+09   5.4074  0.000067   \n 386286     2405  2023-03-31     13.53  7.951788e+08   5.3599  0.000067   \n \n         RiskPremium1      SMB1      HML1      RMW1      CMA1  YYYYmm  \\\n 139         0.003761  0.010096 -0.002014 -0.004582  0.000641  201301   \n 252        -0.006667  0.012550 -0.007672 -0.001519  0.002452  201301   \n 365        -0.001212  0.002407 -0.003288  0.001126 -0.000336  201301   \n 478         0.003885  0.002622  0.004782 -0.003027  0.000300  201301   \n 591        -0.016251 -0.004473  0.000358 -0.000219 -0.008375  201301   \n ...              ...       ...       ...       ...       ...     ...   \n 385734     -0.006374  0.002265 -0.003920 -0.000093 -0.003669  202303   \n 385872      0.000790 -0.005440  0.003884  0.000231  0.002473  202303   \n 386010     -0.002534 -0.005063 -0.004080 -0.000682 -0.001761  202303   \n 386148      0.005986 -0.012989 -0.000733  0.008088 -0.001436  202303   \n 386286      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n \n         indexclose   stkdret  indexdret  \n 139      2285.3640  0.030637   0.003670  \n 252      2276.0700  0.045501  -0.004075  \n 365      2275.3400 -0.025022  -0.000321  \n 478      2283.6580  0.040552   0.003649  \n 591      2242.9970  0.031926  -0.017966  \n ...            ...       ...        ...  \n 385734   3251.3971  0.004873  -0.004375  \n 385872   3245.3760 -0.037500  -0.001854  \n 386010   3240.0568 -0.027039  -0.001640  \n 386148   3261.2485 -0.033136   0.006519  \n 386286   3272.8602  0.035355   0.003554  \n \n [2834 rows x 15 columns],\n 2410:         stkcode        date  stkclose        trdsum  dampltd        rf  \\\n 140        2410  2013-01-07     17.30  1.593193e+07   3.4945  0.000107   \n 253        2410  2013-01-08     17.62  2.838041e+07   3.0636  0.000107   \n 366        2410  2013-01-09     18.07  4.207507e+07   4.7673  0.000107   \n 479        2410  2013-01-10     18.20  3.798433e+07   4.5379  0.000107   \n 592        2410  2013-01-11     17.67  2.734700e+07   4.6703  0.000107   \n ...         ...         ...       ...           ...      ...       ...   \n 385735     2410  2023-03-27     71.50  2.120797e+09   4.2000  0.000067   \n 385873     2410  2023-03-28     71.36  1.610618e+09   6.8112  0.000067   \n 386011     2410  2023-03-29     69.66  1.259420e+09   6.7405  0.000067   \n 386149     2410  2023-03-30     68.28  6.028033e+08   2.6127  0.000067   \n 386287     2410  2023-03-31     74.30  1.061937e+09  12.1851  0.000067   \n \n         RiskPremium1      SMB1      HML1      RMW1      CMA1  YYYYmm  \\\n 140         0.003761  0.010096 -0.002014 -0.004582  0.000641  201301   \n 253        -0.006667  0.012550 -0.007672 -0.001519  0.002452  201301   \n 366        -0.001212  0.002407 -0.003288  0.001126 -0.000336  201301   \n 479         0.003885  0.002622  0.004782 -0.003027  0.000300  201301   \n 592        -0.016251 -0.004473  0.000358 -0.000219 -0.008375  201301   \n ...              ...       ...       ...       ...       ...     ...   \n 385735     -0.006374  0.002265 -0.003920 -0.000093 -0.003669  202303   \n 385873      0.000790 -0.005440  0.003884  0.000231  0.002473  202303   \n 386011     -0.002534 -0.005063 -0.004080 -0.000682 -0.001761  202303   \n 386149      0.005986 -0.012989 -0.000733  0.008088 -0.001436  202303   \n 386287      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n \n         indexclose   stkdret  indexdret  \n 140      2285.3640  0.007543   0.003670  \n 253      2276.0700  0.018328  -0.004075  \n 366      2275.3400  0.025218  -0.000321  \n 479      2283.6580  0.007168   0.003649  \n 592      2242.9970 -0.029553  -0.017966  \n ...            ...       ...        ...  \n 385735   3251.3971  0.095310  -0.004375  \n 385873   3245.3760 -0.001960  -0.001854  \n 386011   3240.0568 -0.024111  -0.001640  \n 386149   3261.2485 -0.020009   0.006519  \n 386287   3272.8602  0.084494   0.003554  \n \n [2933 rows x 15 columns],\n 2421:         stkcode        date  stkclose        trdsum  dampltd        rf  \\\n 141        2421  2013-01-07     16.30  6.969455e+07   3.6263  0.000107   \n 254        2421  2013-01-08     16.62  7.357902e+07   5.5828  0.000107   \n 367        2421  2013-01-09     16.54  8.550118e+07   3.5499  0.000107   \n 480        2421  2013-01-10     16.27  5.888123e+07   2.5393  0.000107   \n 593        2421  2013-01-11     15.68  5.807983e+07   4.5482  0.000107   \n ...         ...         ...       ...           ...      ...       ...   \n 385736     2421  2023-03-27      4.26  4.850680e+08   4.3373  0.000067   \n 385874     2421  2023-03-28      4.18  3.347746e+08   3.5211  0.000067   \n 386012     2421  2023-03-29      4.15  2.249325e+08   2.6316  0.000067   \n 386150     2421  2023-03-30      4.02  2.448889e+08   3.6145  0.000067   \n 386288     2421  2023-03-31      4.17  2.635178e+08   4.7264  0.000067   \n \n         RiskPremium1      SMB1      HML1      RMW1      CMA1  YYYYmm  \\\n 141         0.003761  0.010096 -0.002014 -0.004582  0.000641  201301   \n 254        -0.006667  0.012550 -0.007672 -0.001519  0.002452  201301   \n 367        -0.001212  0.002407 -0.003288  0.001126 -0.000336  201301   \n 480         0.003885  0.002622  0.004782 -0.003027  0.000300  201301   \n 593        -0.016251 -0.004473  0.000358 -0.000219 -0.008375  201301   \n ...              ...       ...       ...       ...       ...     ...   \n 385736     -0.006374  0.002265 -0.003920 -0.000093 -0.003669  202303   \n 385874      0.000790 -0.005440  0.003884  0.000231  0.002473  202303   \n 386012     -0.002534 -0.005063 -0.004080 -0.000682 -0.001761  202303   \n 386150      0.005986 -0.012989 -0.000733  0.008088 -0.001436  202303   \n 386288      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n \n         indexclose   stkdret  indexdret  \n 141      2285.3640  0.001842   0.003670  \n 254      2276.0700  0.019442  -0.004075  \n 367      2275.3400 -0.004825  -0.000321  \n 480      2283.6580 -0.016459   0.003649  \n 593      2242.9970 -0.036937  -0.017966  \n ...            ...       ...        ...  \n 385736   3251.3971  0.026161  -0.004375  \n 385874   3245.3760 -0.018958  -0.001854  \n 386012   3240.0568 -0.007203  -0.001640  \n 386150   3261.2485 -0.031826   0.006519  \n 386288   3272.8602  0.036634   0.003554  \n \n [2860 rows x 15 columns],\n 2439:         stkcode        date  stkclose        trdsum  dampltd        rf  \\\n 142        2439  2013-01-07     14.10  1.836347e+07   2.8873  0.000107   \n 255        2439  2013-01-08     14.37  4.348830e+07   4.1135  0.000107   \n 368        2439  2013-01-09     14.35  3.032074e+07   5.0104  0.000107   \n 481        2439  2013-01-10     14.78  8.649308e+07   4.1115  0.000107   \n 594        2439  2013-01-11     14.91  1.079516e+08   4.8714  0.000107   \n ...         ...         ...       ...           ...      ...       ...   \n 385737     2439  2023-03-27     33.25  6.933101e+08   4.5440  0.000067   \n 385875     2439  2023-03-28     33.52  7.963009e+08   7.9699  0.000067   \n 386013     2439  2023-03-29     32.56  6.766819e+08   6.0263  0.000067   \n 386151     2439  2023-03-30     31.90  4.634417e+08   3.0713  0.000067   \n 386289     2439  2023-03-31     33.25  6.214922e+08   7.2414  0.000067   \n \n         RiskPremium1      SMB1      HML1      RMW1      CMA1  YYYYmm  \\\n 142         0.003761  0.010096 -0.002014 -0.004582  0.000641  201301   \n 255        -0.006667  0.012550 -0.007672 -0.001519  0.002452  201301   \n 368        -0.001212  0.002407 -0.003288  0.001126 -0.000336  201301   \n 481         0.003885  0.002622  0.004782 -0.003027  0.000300  201301   \n 594        -0.016251 -0.004473  0.000358 -0.000219 -0.008375  201301   \n ...              ...       ...       ...       ...       ...     ...   \n 385737     -0.006374  0.002265 -0.003920 -0.000093 -0.003669  202303   \n 385875      0.000790 -0.005440  0.003884  0.000231  0.002473  202303   \n 386013     -0.002534 -0.005063 -0.004080 -0.000682 -0.001761  202303   \n 386151      0.005986 -0.012989 -0.000733  0.008088 -0.001436  202303   \n 386289      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n \n         indexclose   stkdret  indexdret  \n 142      2285.3640 -0.007067   0.003670  \n 255      2276.0700  0.018968  -0.004075  \n 368      2275.3400 -0.001393  -0.000321  \n 481      2283.6580  0.029525   0.003649  \n 594      2242.9970  0.008757  -0.017966  \n ...            ...       ...        ...  \n 385737   3251.3971  0.027441  -0.004375  \n 385875   3245.3760  0.008088  -0.001854  \n 386013   3240.0568 -0.029058  -0.001640  \n 386151   3261.2485 -0.020479   0.006519  \n 386289   3272.8602  0.041449   0.003554  \n \n [2731 rows x 15 columns],\n 2467:         stkcode        date  stkclose        trdsum  dampltd        rf  \\\n 143        2467  2013-01-07     10.59  1.936643e+07   2.1760  0.000107   \n 256        2467  2013-01-08     11.65  1.342524e+08  10.0094  0.000107   \n 369        2467  2013-01-09     12.82  2.021341e+08   4.5494  0.000107   \n 482        2467  2013-01-10     14.10  5.761638e+07   0.0000  0.000107   \n 595        2467  2013-01-11     15.51  1.569333e+08   0.0000  0.000107   \n ...         ...         ...       ...           ...      ...       ...   \n 385738     2467  2023-03-27      6.18  8.725612e+08   4.6032  0.000067   \n 385876     2467  2023-03-28      6.31  9.710892e+08   5.9871  0.000067   \n 386014     2467  2023-03-29      6.09  6.801858e+08   4.7544  0.000067   \n 386152     2467  2023-03-30      5.84  5.230226e+08   4.5977  0.000067   \n 386290     2467  2023-03-31      6.23  1.131242e+09  10.1027  0.000067   \n \n         RiskPremium1      SMB1      HML1      RMW1      CMA1  YYYYmm  \\\n 143         0.003761  0.010096 -0.002014 -0.004582  0.000641  201301   \n 256        -0.006667  0.012550 -0.007672 -0.001519  0.002452  201301   \n 369        -0.001212  0.002407 -0.003288  0.001126 -0.000336  201301   \n 482         0.003885  0.002622  0.004782 -0.003027  0.000300  201301   \n 595        -0.016251 -0.004473  0.000358 -0.000219 -0.008375  201301   \n ...              ...       ...       ...       ...       ...     ...   \n 385738     -0.006374  0.002265 -0.003920 -0.000093 -0.003669  202303   \n 385876      0.000790 -0.005440  0.003884  0.000231  0.002473  202303   \n 386014     -0.002534 -0.005063 -0.004080 -0.000682 -0.001761  202303   \n 386152      0.005986 -0.012989 -0.000733  0.008088 -0.001436  202303   \n 386290      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n \n         indexclose   stkdret  indexdret  \n 143      2285.3640  0.001890   0.003670  \n 256      2276.0700  0.095396  -0.004075  \n 369      2275.3400  0.095700  -0.000321  \n 482      2283.6580  0.095168   0.003649  \n 595      2242.9970  0.095310  -0.017966  \n ...            ...       ...        ...  \n 385738   3251.3971 -0.019231  -0.004375  \n 385876   3245.3760  0.020817  -0.001854  \n 386014   3240.0568 -0.035488  -0.001640  \n 386152   3261.2485 -0.041917   0.006519  \n 386290   3272.8602  0.064646   0.003554  \n \n [2907 rows x 15 columns],\n 2474:         stkcode        date  stkclose        trdsum  dampltd        rf  \\\n 144        2474  2013-01-07     14.42  3.550821e+07   2.8975  0.000107   \n 257        2474  2013-01-08     14.91  1.046776e+08   4.0915  0.000107   \n 370        2474  2013-01-09     15.03  8.260980e+07   4.2924  0.000107   \n 483        2474  2013-01-10     15.30  9.309243e+07   3.0605  0.000107   \n 596        2474  2013-01-11     15.00  1.003403e+08   5.2288  0.000107   \n ...         ...         ...       ...           ...      ...       ...   \n 385739     2474  2023-03-27      9.22  3.397689e+08   2.9476  0.000067   \n 385877     2474  2023-03-28      9.26  4.399947e+08   4.5553  0.000067   \n 386015     2474  2023-03-29      9.09  2.353332e+08   2.6998  0.000067   \n 386153     2474  2023-03-30      8.86  2.302990e+08   3.1903  0.000067   \n 386291     2474  2023-03-31      9.38  4.519742e+08   6.8849  0.000067   \n \n         RiskPremium1      SMB1      HML1      RMW1      CMA1  YYYYmm  \\\n 144         0.003761  0.010096 -0.002014 -0.004582  0.000641  201301   \n 257        -0.006667  0.012550 -0.007672 -0.001519  0.002452  201301   \n 370        -0.001212  0.002407 -0.003288  0.001126 -0.000336  201301   \n 483         0.003885  0.002622  0.004782 -0.003027  0.000300  201301   \n 596        -0.016251 -0.004473  0.000358 -0.000219 -0.008375  201301   \n ...              ...       ...       ...       ...       ...     ...   \n 385739     -0.006374  0.002265 -0.003920 -0.000093 -0.003669  202303   \n 385877      0.000790 -0.005440  0.003884  0.000231  0.002473  202303   \n 386015     -0.002534 -0.005063 -0.004080 -0.000682 -0.001761  202303   \n 386153      0.005986 -0.012989 -0.000733  0.008088 -0.001436  202303   \n 386291      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n \n         indexclose   stkdret  indexdret  \n 144      2285.3640  0.018902   0.003670  \n 257      2276.0700  0.033416  -0.004075  \n 370      2275.3400  0.008016  -0.000321  \n 483      2283.6580  0.017805   0.003649  \n 596      2242.9970 -0.019803  -0.017966  \n ...            ...       ...        ...  \n 385739   3251.3971  0.006529  -0.004375  \n 385877   3245.3760  0.004329  -0.001854  \n 386015   3240.0568 -0.018529  -0.001640  \n 386153   3261.2485 -0.025628   0.006519  \n 386291   3272.8602  0.057033   0.003554  \n \n [2908 rows x 15 columns],\n 2544:         stkcode        date  stkclose        trdsum  dampltd        rf  \\\n 145        2544  2013-01-07     10.39  1.619412e+07   2.8265  0.000107   \n 258        2544  2013-01-08     10.67  4.362268e+07   4.7161  0.000107   \n 371        2544  2013-01-09     10.83  4.897542e+07   4.1237  0.000107   \n 484        2544  2013-01-10     11.13  3.799093e+07   3.4164  0.000107   \n 597        2544  2013-01-11     10.95  4.891595e+07   4.9416  0.000107   \n ...         ...         ...       ...           ...      ...       ...   \n 385740     2544  2023-03-27     22.77  1.539921e+08   3.3551  0.000067   \n 385878     2544  2023-03-28     22.90  1.998780e+08   4.6552  0.000067   \n 386016     2544  2023-03-29     22.69  1.195653e+08   3.1004  0.000067   \n 386154     2544  2023-03-30     22.42  1.363244e+08   3.3936  0.000067   \n 386292     2544  2023-03-31     22.82  1.559776e+08   2.9884  0.000067   \n \n         RiskPremium1      SMB1      HML1      RMW1      CMA1  YYYYmm  \\\n 145         0.003761  0.010096 -0.002014 -0.004582  0.000641  201301   \n 258        -0.006667  0.012550 -0.007672 -0.001519  0.002452  201301   \n 371        -0.001212  0.002407 -0.003288  0.001126 -0.000336  201301   \n 484         0.003885  0.002622  0.004782 -0.003027  0.000300  201301   \n 597        -0.016251 -0.004473  0.000358 -0.000219 -0.008375  201301   \n ...              ...       ...       ...       ...       ...     ...   \n 385740     -0.006374  0.002265 -0.003920 -0.000093 -0.003669  202303   \n 385878      0.000790 -0.005440  0.003884  0.000231  0.002473  202303   \n 386016     -0.002534 -0.005063 -0.004080 -0.000682 -0.001761  202303   \n 386154      0.005986 -0.012989 -0.000733  0.008088 -0.001436  202303   \n 386292      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n \n         indexclose   stkdret  indexdret  \n 145      2285.3640  0.012591   0.003670  \n 258      2276.0700  0.026592  -0.004075  \n 371      2275.3400  0.014884  -0.000321  \n 484      2283.6580  0.027324   0.003649  \n 597      2242.9970 -0.016305  -0.017966  \n ...            ...       ...        ...  \n 385740   3251.3971 -0.007874  -0.004375  \n 385878   3245.3760  0.005693  -0.001854  \n 386016   3240.0568 -0.009213  -0.001640  \n 386154   3261.2485 -0.011971   0.006519  \n 386292   3272.8602  0.017684   0.003554  \n \n [2695 rows x 15 columns],\n 2609:         stkcode        date  stkclose        trdsum  dampltd        rf  \\\n 146        2609  2013-01-07     12.54  4.005207e+07   7.5169  0.000107   \n 259        2609  2013-01-08     12.60  2.851583e+07   4.0670  0.000107   \n 372        2609  2013-01-09     12.41  2.504403e+07   2.9365  0.000107   \n 485        2609  2013-01-10     12.38  1.876560e+07   3.1426  0.000107   \n 598        2609  2013-01-11     12.46  3.413379e+07   4.8465  0.000107   \n ...         ...         ...       ...           ...      ...       ...   \n 385741     2609  2023-03-27     11.49  3.379141e+08   8.2166  0.000067   \n 385879     2609  2023-03-28     10.72  1.929793e+08   6.0923  0.000067   \n 386017     2609  2023-03-29     11.15  1.783302e+08   7.6493  0.000067   \n 386155     2609  2023-03-30     10.49  1.488987e+08   5.2915  0.000067   \n 386293     2609  2023-03-31     11.14  2.099343e+08   9.5329  0.000067   \n \n         RiskPremium1      SMB1      HML1      RMW1      CMA1  YYYYmm  \\\n 146         0.003761  0.010096 -0.002014 -0.004582  0.000641  201301   \n 259        -0.006667  0.012550 -0.007672 -0.001519  0.002452  201301   \n 372        -0.001212  0.002407 -0.003288  0.001126 -0.000336  201301   \n 485         0.003885  0.002622  0.004782 -0.003027  0.000300  201301   \n 598        -0.016251 -0.004473  0.000358 -0.000219 -0.008375  201301   \n ...              ...       ...       ...       ...       ...     ...   \n 385741     -0.006374  0.002265 -0.003920 -0.000093 -0.003669  202303   \n 385879      0.000790 -0.005440  0.003884  0.000231  0.002473  202303   \n 386017     -0.002534 -0.005063 -0.004080 -0.000682 -0.001761  202303   \n 386155      0.005986 -0.012989 -0.000733  0.008088 -0.001436  202303   \n 386293      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n \n         indexclose   stkdret  indexdret  \n 146      2285.3640  0.057440   0.003670  \n 259      2276.0700  0.004773  -0.004075  \n 372      2275.3400 -0.015194  -0.000321  \n 485      2283.6580 -0.002420   0.003649  \n 598      2242.9970  0.006441  -0.017966  \n ...            ...       ...        ...  \n 385741   3251.3971  0.070299  -0.004375  \n 385879   3245.3760 -0.069366  -0.001854  \n 386017   3240.0568  0.039328  -0.001640  \n 386155   3261.2485 -0.061017   0.006519  \n 386293   3272.8602  0.060120   0.003554  \n \n [2798 rows x 15 columns],\n 2642:         stkcode        date  stkclose        trdsum  dampltd        rf  \\\n 147        2642  2013-01-07     12.36  3.175583e+07   4.4426  0.000107   \n 260        2642  2013-01-08     12.62  4.756879e+07   4.8544  0.000107   \n 373        2642  2013-01-09     13.05  8.463135e+07   7.5277  0.000107   \n 486        2642  2013-01-10     13.00  4.549617e+07   2.2989  0.000107   \n 599        2642  2013-01-11     12.60  5.621041e+07   6.3077  0.000107   \n ...         ...         ...       ...           ...      ...       ...   \n 385742     2642  2023-03-27      9.34  5.943287e+08   4.0305  0.000067   \n 385880     2642  2023-03-28      9.11  4.070586e+08   3.3191  0.000067   \n 386018     2642  2023-03-29      9.05  3.125394e+08   2.4149  0.000067   \n 386156     2642  2023-03-30      8.70  3.311716e+08   4.5304  0.000067   \n 386294     2642  2023-03-31      8.99  2.939461e+08   4.5977  0.000067   \n \n         RiskPremium1      SMB1      HML1      RMW1      CMA1  YYYYmm  \\\n 147         0.003761  0.010096 -0.002014 -0.004582  0.000641  201301   \n 260        -0.006667  0.012550 -0.007672 -0.001519  0.002452  201301   \n 373        -0.001212  0.002407 -0.003288  0.001126 -0.000336  201301   \n 486         0.003885  0.002622  0.004782 -0.003027  0.000300  201301   \n 599        -0.016251 -0.004473  0.000358 -0.000219 -0.008375  201301   \n ...              ...       ...       ...       ...       ...     ...   \n 385742     -0.006374  0.002265 -0.003920 -0.000093 -0.003669  202303   \n 385880      0.000790 -0.005440  0.003884  0.000231  0.002473  202303   \n 386018     -0.002534 -0.005063 -0.004080 -0.000682 -0.001761  202303   \n 386156      0.005986 -0.012989 -0.000733  0.008088 -0.001436  202303   \n 386294      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n \n         indexclose   stkdret  indexdret  \n 147      2285.3640  0.035409   0.003670  \n 260      2276.0700  0.020817  -0.004075  \n 373      2275.3400  0.033505  -0.000321  \n 486      2283.6580 -0.003839   0.003649  \n 599      2242.9970 -0.031253  -0.017966  \n ...            ...       ...        ...  \n 385742   3251.3971  0.017279  -0.004375  \n 385880   3245.3760 -0.024934  -0.001854  \n 386018   3240.0568 -0.006608  -0.001640  \n 386156   3261.2485 -0.039442   0.006519  \n 386294   3272.8602  0.032790   0.003554  \n \n [2210 rows x 15 columns],\n 2649:         stkcode        date  stkclose        trdsum  dampltd        rf  \\\n 148        2649  2013-01-07     16.22  2.268060e+07   3.6872  0.000107   \n 261        2649  2013-01-08     17.34  5.315425e+07   6.7201  0.000107   \n 374        2649  2013-01-09     17.86  5.516750e+07   7.7278  0.000107   \n 487        2649  2013-01-10     17.66  4.399157e+07   5.2632  0.000107   \n 600        2649  2013-01-11     17.61  4.221991e+07   5.2095  0.000107   \n ...         ...         ...       ...           ...      ...       ...   \n 385743     2649  2023-03-27     16.66  9.846359e+08   5.6501  0.000067   \n 385881     2649  2023-03-28     15.95  7.296256e+08   4.9820  0.000067   \n 386019     2649  2023-03-29     15.87  5.204446e+08   2.8840  0.000067   \n 386157     2649  2023-03-30     14.76  1.081836e+09   7.1204  0.000067   \n 386295     2649  2023-03-31     15.57  7.859891e+08   6.6396  0.000067   \n \n         RiskPremium1      SMB1      HML1      RMW1      CMA1  YYYYmm  \\\n 148         0.003761  0.010096 -0.002014 -0.004582  0.000641  201301   \n 261        -0.006667  0.012550 -0.007672 -0.001519  0.002452  201301   \n 374        -0.001212  0.002407 -0.003288  0.001126 -0.000336  201301   \n 487         0.003885  0.002622  0.004782 -0.003027  0.000300  201301   \n 600        -0.016251 -0.004473  0.000358 -0.000219 -0.008375  201301   \n ...              ...       ...       ...       ...       ...     ...   \n 385743     -0.006374  0.002265 -0.003920 -0.000093 -0.003669  202303   \n 385881      0.000790 -0.005440  0.003884  0.000231  0.002473  202303   \n 386019     -0.002534 -0.005063 -0.004080 -0.000682 -0.001761  202303   \n 386157      0.005986 -0.012989 -0.000733  0.008088 -0.001436  202303   \n 386295      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n \n         indexclose   stkdret  indexdret  \n 148      2285.3640  0.030675   0.003670  \n 261      2276.0700  0.066771  -0.004075  \n 374      2275.3400  0.029548  -0.000321  \n 487      2283.6580 -0.011261   0.003649  \n 600      2242.9970 -0.002835  -0.017966  \n ...            ...       ...        ...  \n 385743   3251.3971  0.012077  -0.004375  \n 385881   3245.3760 -0.043552  -0.001854  \n 386019   3240.0568 -0.005028  -0.001640  \n 386157   3261.2485 -0.072510   0.006519  \n 386295   3272.8602  0.053425   0.003554  \n \n [2661 rows x 15 columns],\n 2657:         stkcode        date  stkclose        trdsum  dampltd        rf  \\\n 149        2657  2013-01-07     38.21  3.456029e+07   2.5654  0.000107   \n 262        2657  2013-01-08     37.90  6.664804e+07   4.2397  0.000107   \n 375        2657  2013-01-09     36.20  8.919837e+07   4.3008  0.000107   \n 488        2657  2013-01-10     36.52  3.686383e+07   2.6519  0.000107   \n 601        2657  2013-01-11     37.01  5.570379e+07   3.4775  0.000107   \n ...         ...         ...       ...           ...      ...       ...   \n 385744     2657  2023-03-27     19.31  5.698400e+08   3.8700  0.000067   \n 385882     2657  2023-03-28     18.85  3.912248e+08   2.9001  0.000067   \n 386020     2657  2023-03-29     18.78  3.717246e+08   3.7135  0.000067   \n 386158     2657  2023-03-30     18.31  3.395719e+08   3.2481  0.000067   \n 386296     2657  2023-03-31     19.07  4.121179e+08   4.8061  0.000067   \n \n         RiskPremium1      SMB1      HML1      RMW1      CMA1  YYYYmm  \\\n 149         0.003761  0.010096 -0.002014 -0.004582  0.000641  201301   \n 262        -0.006667  0.012550 -0.007672 -0.001519  0.002452  201301   \n 375        -0.001212  0.002407 -0.003288  0.001126 -0.000336  201301   \n 488         0.003885  0.002622  0.004782 -0.003027  0.000300  201301   \n 601        -0.016251 -0.004473  0.000358 -0.000219 -0.008375  201301   \n ...              ...       ...       ...       ...       ...     ...   \n 385744     -0.006374  0.002265 -0.003920 -0.000093 -0.003669  202303   \n 385882      0.000790 -0.005440  0.003884  0.000231  0.002473  202303   \n 386020     -0.002534 -0.005063 -0.004080 -0.000682 -0.001761  202303   \n 386158      0.005986 -0.012989 -0.000733  0.008088 -0.001436  202303   \n 386296      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n \n         indexclose   stkdret  indexdret  \n 149      2285.3640 -0.009896   0.003670  \n 262      2276.0700 -0.008146  -0.004075  \n 375      2275.3400 -0.045892  -0.000321  \n 488      2283.6580  0.008801   0.003649  \n 601      2242.9970  0.013328  -0.017966  \n ...            ...       ...        ...  \n 385744   3251.3971 -0.003619  -0.004375  \n 385882   3245.3760 -0.024110  -0.001854  \n 386020   3240.0568 -0.003720  -0.001640  \n 386158   3261.2485 -0.025345   0.006519  \n 386296   3272.8602  0.040669   0.003554  \n \n [2626 rows x 15 columns],\n 2771:         stkcode        date  stkclose        trdsum  dampltd        rf  \\\n 73014      2771  2015-07-01     22.26  6.678000e+04   0.0000  0.000088   \n 73157      2771  2015-07-02     24.49  1.983690e+05   0.0000  0.000088   \n 73300      2771  2015-07-03     26.94  1.066824e+06   0.0000  0.000088   \n 73443      2771  2015-07-06     29.63  1.432640e+06   0.0000  0.000088   \n 73586      2771  2015-07-07     32.59  1.045650e+07   0.0000  0.000087   \n ...         ...         ...       ...           ...      ...       ...   \n 385745     2771  2023-03-27     15.11  3.596172e+08   4.4529  0.000067   \n 385883     2771  2023-03-28     14.20  3.270632e+08   5.6254  0.000067   \n 386021     2771  2023-03-29     14.33  2.045856e+08   3.0986  0.000067   \n 386159     2771  2023-03-30     13.54  2.334514e+08   5.3036  0.000067   \n 386297     2771  2023-03-31     13.94  1.672910e+08   3.9143  0.000067   \n \n         RiskPremium1      SMB1      HML1      RMW1      CMA1  YYYYmm  \\\n 73014      -0.054465 -0.015762  0.005067  0.011164 -0.000839  201507   \n 73157      -0.025863 -0.049698  0.027553  0.028759 -0.002770  201507   \n 73300      -0.057310 -0.026463  0.002999  0.017712 -0.001927  201507   \n 73443       0.038489 -0.092128  0.031801  0.043998 -0.011977  201507   \n 73586       0.005793 -0.077042  0.033468  0.029874 -0.016217  201507   \n ...              ...       ...       ...       ...       ...     ...   \n 385745     -0.006374  0.002265 -0.003920 -0.000093 -0.003669  202303   \n 385883      0.000790 -0.005440  0.003884  0.000231  0.002473  202303   \n 386021     -0.002534 -0.005063 -0.004080 -0.000682 -0.001761  202303   \n 386159      0.005986 -0.012989 -0.000733  0.008088 -0.001436  202303   \n 386297      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n \n         indexclose   stkdret  indexdret  \n 73014    4053.6997  0.095131  -0.053674  \n 73157    3912.7668  0.095474  -0.035385  \n 73300    3686.9153  0.095347  -0.059455  \n 73443    3775.9122  0.095175   0.023852  \n 73586    3727.1248  0.095218  -0.013005  \n ...            ...       ...        ...  \n 385745   3251.3971 -0.039577  -0.004375  \n 385883   3245.3760 -0.062115  -0.001854  \n 386021   3240.0568  0.009113  -0.001640  \n 386159   3261.2485 -0.056707   0.006519  \n 386297   3272.8602  0.029114   0.003554  \n \n [1839 rows x 15 columns],\n 300002:         stkcode        date  stkclose        trdsum  dampltd        rf  \\\n 150      300002  2013-01-07     15.82  1.216381e+08   5.5377  0.000107   \n 263      300002  2013-01-08     15.86  7.699769e+07   2.8445  0.000107   \n 376      300002  2013-01-09     15.85  6.843209e+07   3.2156  0.000107   \n 489      300002  2013-01-10     15.88  4.960818e+07   1.7035  0.000107   \n 602      300002  2013-01-11     16.76  2.323858e+08   9.8237  0.000107   \n ...         ...         ...       ...           ...      ...       ...   \n 385746   300002  2023-03-27      9.14  2.082488e+09  11.2293  0.000067   \n 385884   300002  2023-03-28      8.67  1.353049e+09   5.4705  0.000067   \n 386022   300002  2023-03-29      8.48  1.277663e+09   5.7670  0.000067   \n 386160   300002  2023-03-30      8.29  8.928972e+08   5.3066  0.000067   \n 386298   300002  2023-03-31      9.42  1.987753e+09  18.3353  0.000067   \n \n         RiskPremium1      SMB1      HML1      RMW1      CMA1  YYYYmm  \\\n 150         0.003761  0.010096 -0.002014 -0.004582  0.000641  201301   \n 263        -0.006667  0.012550 -0.007672 -0.001519  0.002452  201301   \n 376        -0.001212  0.002407 -0.003288  0.001126 -0.000336  201301   \n 489         0.003885  0.002622  0.004782 -0.003027  0.000300  201301   \n 602        -0.016251 -0.004473  0.000358 -0.000219 -0.008375  201301   \n ...              ...       ...       ...       ...       ...     ...   \n 385746     -0.006374  0.002265 -0.003920 -0.000093 -0.003669  202303   \n 385884      0.000790 -0.005440  0.003884  0.000231  0.002473  202303   \n 386022     -0.002534 -0.005063 -0.004080 -0.000682 -0.001761  202303   \n 386160      0.005986 -0.012989 -0.000733  0.008088 -0.001436  202303   \n 386298      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n \n         indexclose   stkdret  indexdret  \n 150      2285.3640  0.018501   0.003670  \n 263      2276.0700  0.002525  -0.004075  \n 376      2275.3400 -0.000631  -0.000321  \n 489      2283.6580  0.001891   0.003649  \n 602      2242.9970  0.053935  -0.017966  \n ...            ...       ...        ...  \n 385746   3251.3971  0.077311  -0.004375  \n 385884   3245.3760 -0.052792  -0.001854  \n 386022   3240.0568 -0.022158  -0.001640  \n 386160   3261.2485 -0.022660   0.006519  \n 386298   3272.8602  0.127785   0.003554  \n \n [2859 rows x 15 columns],\n 300010:         stkcode        date  stkclose        trdsum  dampltd        rf  \\\n 151      300010  2013-01-07      6.22  3.185440e+07   6.1258  0.000107   \n 264      300010  2013-01-08      6.23  3.080492e+07   3.2154  0.000107   \n 377      300010  2013-01-09      6.26  2.575425e+07   2.8892  0.000107   \n 490      300010  2013-01-10      6.33  2.594308e+07   1.9169  0.000107   \n 603      300010  2013-01-11      6.23  2.391010e+07   4.1074  0.000107   \n ...         ...         ...       ...           ...      ...       ...   \n 385747   300010  2023-03-27      3.51  3.648549e+08   6.5672  0.000067   \n 385885   300010  2023-03-28      3.33  2.028077e+08   3.9886  0.000067   \n 386023   300010  2023-03-29      3.31  1.280809e+08   3.9039  0.000067   \n 386161   300010  2023-03-30      3.25  9.594591e+07   3.0211  0.000067   \n 386299   300010  2023-03-31      3.57  4.653506e+08  13.2308  0.000067   \n \n         RiskPremium1      SMB1      HML1      RMW1      CMA1  YYYYmm  \\\n 151         0.003761  0.010096 -0.002014 -0.004582  0.000641  201301   \n 264        -0.006667  0.012550 -0.007672 -0.001519  0.002452  201301   \n 377        -0.001212  0.002407 -0.003288  0.001126 -0.000336  201301   \n 490         0.003885  0.002622  0.004782 -0.003027  0.000300  201301   \n 603        -0.016251 -0.004473  0.000358 -0.000219 -0.008375  201301   \n ...              ...       ...       ...       ...       ...     ...   \n 385747     -0.006374  0.002265 -0.003920 -0.000093 -0.003669  202303   \n 385885      0.000790 -0.005440  0.003884  0.000231  0.002473  202303   \n 386023     -0.002534 -0.005063 -0.004080 -0.000682 -0.001761  202303   \n 386161      0.005986 -0.012989 -0.000733  0.008088 -0.001436  202303   \n 386299      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n \n         indexclose   stkdret  indexdret  \n 151      2285.3640  0.029366   0.003670  \n 264      2276.0700  0.001606  -0.004075  \n 377      2275.3400  0.004804  -0.000321  \n 490      2283.6580  0.011120   0.003649  \n 603      2242.9970 -0.015924  -0.017966  \n ...            ...       ...        ...  \n 385747   3251.3971  0.046656  -0.004375  \n 385885   3245.3760 -0.052644  -0.001854  \n 386023   3240.0568 -0.006024  -0.001640  \n 386161   3261.2485 -0.018293   0.006519  \n 386299   3272.8602  0.093911   0.003554  \n \n [2670 rows x 15 columns],\n 300017:         stkcode        date  stkclose        trdsum  dampltd        rf  \\\n 152      300017  2013-01-07     16.14  2.692698e+07   1.6875  0.000107   \n 265      300017  2013-01-08     16.94  6.322890e+07   7.4969  0.000107   \n 378      300017  2013-01-09     17.95  7.935210e+07   7.5561  0.000107   \n 491      300017  2013-01-10     17.73  3.880276e+07   2.6741  0.000107   \n 604      300017  2013-01-11     17.08  4.631661e+07   5.3017  0.000107   \n ...         ...         ...       ...           ...      ...       ...   \n 385748   300017  2023-03-27      7.11  1.002801e+09   4.5267  0.000067   \n 385886   300017  2023-03-28      7.03  6.708665e+08   3.3755  0.000067   \n 386024   300017  2023-03-29      7.03  6.243131e+08   3.9829  0.000067   \n 386162   300017  2023-03-30      6.89  7.501115e+08   5.1209  0.000067   \n 386300   300017  2023-03-31      7.19  9.216397e+08   5.0798  0.000067   \n \n         RiskPremium1      SMB1      HML1      RMW1      CMA1  YYYYmm  \\\n 152         0.003761  0.010096 -0.002014 -0.004582  0.000641  201301   \n 265        -0.006667  0.012550 -0.007672 -0.001519  0.002452  201301   \n 378        -0.001212  0.002407 -0.003288  0.001126 -0.000336  201301   \n 491         0.003885  0.002622  0.004782 -0.003027  0.000300  201301   \n 604        -0.016251 -0.004473  0.000358 -0.000219 -0.008375  201301   \n ...              ...       ...       ...       ...       ...     ...   \n 385748     -0.006374  0.002265 -0.003920 -0.000093 -0.003669  202303   \n 385886      0.000790 -0.005440  0.003884  0.000231  0.002473  202303   \n 386024     -0.002534 -0.005063 -0.004080 -0.000682 -0.001761  202303   \n 386162      0.005986 -0.012989 -0.000733  0.008088 -0.001436  202303   \n 386300      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n \n         indexclose   stkdret  indexdret  \n 152      2285.3640  0.008712   0.003670  \n 265      2276.0700  0.048377  -0.004075  \n 378      2275.3400  0.057912  -0.000321  \n 491      2283.6580 -0.012332   0.003649  \n 604      2242.9970 -0.037350  -0.017966  \n ...            ...       ...        ...  \n 385748   3251.3971 -0.025001  -0.004375  \n 385886   3245.3760 -0.011316  -0.001854  \n 386024   3240.0568  0.000000  -0.001640  \n 386162   3261.2485 -0.020116   0.006519  \n 386300   3272.8602  0.042620   0.003554  \n \n [2926 rows x 15 columns],\n 300020:         stkcode        date  stkclose        trdsum  dampltd        rf  \\\n 153      300020  2013-01-07     13.50  8.303066e+07   3.3460  0.000107   \n 266      300020  2013-01-08     13.48  1.236073e+08   3.4074  0.000107   \n 379      300020  2013-01-09     14.04  1.110970e+08   5.7864  0.000107   \n 492      300020  2013-01-10     14.10  9.623213e+07   2.9202  0.000107   \n 605      300020  2013-01-11     13.68  1.070874e+08   3.4043  0.000107   \n ...         ...         ...       ...           ...      ...       ...   \n 385749   300020  2023-03-27      8.55  3.627188e+08   5.9880  0.000067   \n 385887   300020  2023-03-28      8.35  2.184282e+08   2.9240  0.000067   \n 386025   300020  2023-03-29      8.36  2.056900e+08   4.4311  0.000067   \n 386163   300020  2023-03-30      8.22  2.017772e+08   3.9474  0.000067   \n 386301   300020  2023-03-31      8.44  1.859446e+08   4.8662  0.000067   \n \n         RiskPremium1      SMB1      HML1      RMW1      CMA1  YYYYmm  \\\n 153         0.003761  0.010096 -0.002014 -0.004582  0.000641  201301   \n 266        -0.006667  0.012550 -0.007672 -0.001519  0.002452  201301   \n 379        -0.001212  0.002407 -0.003288  0.001126 -0.000336  201301   \n 492         0.003885  0.002622  0.004782 -0.003027  0.000300  201301   \n 605        -0.016251 -0.004473  0.000358 -0.000219 -0.008375  201301   \n ...              ...       ...       ...       ...       ...     ...   \n 385749     -0.006374  0.002265 -0.003920 -0.000093 -0.003669  202303   \n 385887      0.000790 -0.005440  0.003884  0.000231  0.002473  202303   \n 386025     -0.002534 -0.005063 -0.004080 -0.000682 -0.001761  202303   \n 386163      0.005986 -0.012989 -0.000733  0.008088 -0.001436  202303   \n 386301      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n \n         indexclose   stkdret  indexdret  \n 153      2285.3640  0.026268   0.003670  \n 266      2276.0700 -0.001483  -0.004075  \n 379      2275.3400  0.040703  -0.000321  \n 492      2283.6580  0.004264   0.003649  \n 605      2242.9970 -0.030240  -0.017966  \n ...            ...       ...        ...  \n 385749   3251.3971  0.023670  -0.004375  \n 385887   3245.3760 -0.023670  -0.001854  \n 386025   3240.0568  0.001197  -0.001640  \n 386163   3261.2485 -0.016888   0.006519  \n 386301   3272.8602  0.026412   0.003554  \n \n [2802 rows x 15 columns],\n 300025:         stkcode        date  stkclose       trdsum  dampltd        rf  \\\n 154      300025  2013-01-07      5.97  16131800.20   2.5641  0.000107   \n 267      300025  2013-01-08      6.24  35091600.99   6.7002  0.000107   \n 380      300025  2013-01-09      6.14  22781847.01   2.4038  0.000107   \n 493      300025  2013-01-10      6.27  30058004.96   4.3974  0.000107   \n 606      300025  2013-01-11      6.29  38092422.47   3.1898  0.000107   \n ...         ...         ...       ...          ...      ...       ...   \n 385750   300025  2023-03-27      6.07  81143804.15   3.7643  0.000067   \n 385888   300025  2023-03-28      6.01  51813167.96   2.1417  0.000067   \n 386026   300025  2023-03-29      6.07  76655654.00   3.3278  0.000067   \n 386164   300025  2023-03-30      5.90  54529053.24   2.9654  0.000067   \n 386302   300025  2023-03-31      5.86  61091016.65   3.7288  0.000067   \n \n         RiskPremium1      SMB1      HML1      RMW1      CMA1  YYYYmm  \\\n 154         0.003761  0.010096 -0.002014 -0.004582  0.000641  201301   \n 267        -0.006667  0.012550 -0.007672 -0.001519  0.002452  201301   \n 380        -0.001212  0.002407 -0.003288  0.001126 -0.000336  201301   \n 493         0.003885  0.002622  0.004782 -0.003027  0.000300  201301   \n 606        -0.016251 -0.004473  0.000358 -0.000219 -0.008375  201301   \n ...              ...       ...       ...       ...       ...     ...   \n 385750     -0.006374  0.002265 -0.003920 -0.000093 -0.003669  202303   \n 385888      0.000790 -0.005440  0.003884  0.000231  0.002473  202303   \n 386026     -0.002534 -0.005063 -0.004080 -0.000682 -0.001761  202303   \n 386164      0.005986 -0.012989 -0.000733  0.008088 -0.001436  202303   \n 386302      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n \n         indexclose   stkdret  indexdret  \n 154      2285.3640  0.020305   0.003670  \n 267      2276.0700  0.044233  -0.004075  \n 380      2275.3400 -0.016155  -0.000321  \n 493      2283.6580  0.020952   0.003649  \n 606      2242.9970  0.003185  -0.017966  \n ...            ...       ...        ...  \n 385750   3251.3971 -0.006568  -0.004375  \n 385888   3245.3760 -0.009934  -0.001854  \n 386026   3240.0568  0.009934  -0.001640  \n 386164   3261.2485 -0.028406   0.006519  \n 386302   3272.8602 -0.006803   0.003554  \n \n [2561 rows x 15 columns],\n 300036:         stkcode        date  stkclose        trdsum  dampltd        rf  \\\n 155      300036  2013-01-07     10.52  2.436054e+07   3.7285  0.000107   \n 268      300036  2013-01-08     10.98  4.570315e+07   7.2243  0.000107   \n 381      300036  2013-01-09     10.84  4.082481e+07   5.1002  0.000107   \n 494      300036  2013-01-10     11.00  3.090101e+07   5.5351  0.000107   \n 607      300036  2013-01-11     12.10  1.016821e+08  11.2727  0.000107   \n ...         ...         ...       ...           ...      ...       ...   \n 385751   300036  2023-03-27     23.88  7.611946e+08   6.4973  0.000067   \n 385889   300036  2023-03-28     24.08  7.306667e+08   8.7940  0.000067   \n 386027   300036  2023-03-29     23.65  4.423935e+08   3.4053  0.000067   \n 386165   300036  2023-03-30     23.26  3.599415e+08   3.5095  0.000067   \n 386303   300036  2023-03-31     23.40  3.423254e+08   3.7403  0.000067   \n \n         RiskPremium1      SMB1      HML1      RMW1      CMA1  YYYYmm  \\\n 155         0.003761  0.010096 -0.002014 -0.004582  0.000641  201301   \n 268        -0.006667  0.012550 -0.007672 -0.001519  0.002452  201301   \n 381        -0.001212  0.002407 -0.003288  0.001126 -0.000336  201301   \n 494         0.003885  0.002622  0.004782 -0.003027  0.000300  201301   \n 607        -0.016251 -0.004473  0.000358 -0.000219 -0.008375  201301   \n ...              ...       ...       ...       ...       ...     ...   \n 385751     -0.006374  0.002265 -0.003920 -0.000093 -0.003669  202303   \n 385889      0.000790 -0.005440  0.003884  0.000231  0.002473  202303   \n 386027     -0.002534 -0.005063 -0.004080 -0.000682 -0.001761  202303   \n 386165      0.005986 -0.012989 -0.000733  0.008088 -0.001436  202303   \n 386303      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n \n         indexclose   stkdret  indexdret  \n 155      2285.3640  0.005720   0.003670  \n 268      2276.0700  0.042797  -0.004075  \n 381      2275.3400 -0.012832  -0.000321  \n 494      2283.6580  0.014652   0.003649  \n 607      2242.9970  0.095310  -0.017966  \n ...            ...       ...        ...  \n 385751   3251.3971 -0.005429  -0.004375  \n 385889   3245.3760  0.008340  -0.001854  \n 386027   3240.0568 -0.018019  -0.001640  \n 386165   3261.2485 -0.016628   0.006519  \n 386303   3272.8602  0.006001   0.003554  \n \n [2893 rows x 15 columns],\n 300044:         stkcode        date  stkclose        trdsum  dampltd        rf  \\\n 156      300044  2013-01-07     16.18  1.007669e+08   6.5107  0.000107   \n 269      300044  2013-01-08     16.04  7.362848e+07   3.9555  0.000107   \n 382      300044  2013-01-09     16.24  7.425175e+07   7.2943  0.000107   \n 495      300044  2013-01-10     16.33  3.783436e+07   1.7857  0.000107   \n 608      300044  2013-01-11     15.79  4.764078e+07   6.3686  0.000107   \n ...         ...         ...       ...           ...      ...       ...   \n 385752   300044  2023-03-27      5.15  6.728822e+08   6.3340  0.000067   \n 385890   300044  2023-03-28      4.91  4.270596e+08   3.4951  0.000067   \n 386028   300044  2023-03-29      4.91  2.982724e+08   3.6660  0.000067   \n 386166   300044  2023-03-30      4.67  3.187154e+08   4.8880  0.000067   \n 386304   300044  2023-03-31      4.84  2.623212e+08   4.7109  0.000067   \n \n         RiskPremium1      SMB1      HML1      RMW1      CMA1  YYYYmm  \\\n 156         0.003761  0.010096 -0.002014 -0.004582  0.000641  201301   \n 269        -0.006667  0.012550 -0.007672 -0.001519  0.002452  201301   \n 382        -0.001212  0.002407 -0.003288  0.001126 -0.000336  201301   \n 495         0.003885  0.002622  0.004782 -0.003027  0.000300  201301   \n 608        -0.016251 -0.004473  0.000358 -0.000219 -0.008375  201301   \n ...              ...       ...       ...       ...       ...     ...   \n 385752     -0.006374  0.002265 -0.003920 -0.000093 -0.003669  202303   \n 385890      0.000790 -0.005440  0.003884  0.000231  0.002473  202303   \n 386028     -0.002534 -0.005063 -0.004080 -0.000682 -0.001761  202303   \n 386166      0.005986 -0.012989 -0.000733  0.008088 -0.001436  202303   \n 386304      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n \n         indexclose   stkdret  indexdret  \n 156      2285.3640  0.022501   0.003670  \n 269      2276.0700 -0.008690  -0.004075  \n 382      2275.3400  0.012392  -0.000321  \n 495      2283.6580  0.005527   0.003649  \n 608      2242.9970 -0.033627  -0.017966  \n ...            ...       ...        ...  \n 385752   3251.3971 -0.011583  -0.004375  \n 385890   3245.3760 -0.047723  -0.001854  \n 386028   3240.0568  0.000000  -0.001640  \n 386166   3261.2485 -0.050115   0.006519  \n 386304   3272.8602  0.035756   0.003554  \n \n [2509 rows x 15 columns],\n 300047:         stkcode        date  stkclose        trdsum  dampltd        rf  \\\n 157      300047  2013-01-07     11.72  1.251545e+07   1.7182  0.000107   \n 270      300047  2013-01-08     11.95  2.747980e+07   4.0102  0.000107   \n 383      300047  2013-01-09     12.22  4.234186e+07   5.0209  0.000107   \n 496      300047  2013-01-10     13.44  3.969657e+07   0.0000  0.000107   \n 609      300047  2013-01-11     14.20  2.129140e+08   7.6637  0.000107   \n ...         ...         ...       ...           ...      ...       ...   \n 385753   300047  2023-03-27      9.03  9.858931e+08  10.4637  0.000067   \n 385891   300047  2023-03-28      8.47  7.684877e+08   4.4297  0.000067   \n 386029   300047  2023-03-29      8.29  5.476126e+08   4.0142  0.000067   \n 386167   300047  2023-03-30      7.93  4.412720e+08   6.0314  0.000067   \n 386305   300047  2023-03-31      8.13  3.964691e+08   5.2963  0.000067   \n \n         RiskPremium1      SMB1      HML1      RMW1      CMA1  YYYYmm  \\\n 157         0.003761  0.010096 -0.002014 -0.004582  0.000641  201301   \n 270        -0.006667  0.012550 -0.007672 -0.001519  0.002452  201301   \n 383        -0.001212  0.002407 -0.003288  0.001126 -0.000336  201301   \n 496         0.003885  0.002622  0.004782 -0.003027  0.000300  201301   \n 609        -0.016251 -0.004473  0.000358 -0.000219 -0.008375  201301   \n ...              ...       ...       ...       ...       ...     ...   \n 385753     -0.006374  0.002265 -0.003920 -0.000093 -0.003669  202303   \n 385891      0.000790 -0.005440  0.003884  0.000231  0.002473  202303   \n 386029     -0.002534 -0.005063 -0.004080 -0.000682 -0.001761  202303   \n 386167      0.005986 -0.012989 -0.000733  0.008088 -0.001436  202303   \n 386305      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n \n         indexclose   stkdret  indexdret  \n 157      2285.3640  0.006849   0.003670  \n 270      2276.0700  0.019434  -0.004075  \n 383      2275.3400  0.022343  -0.000321  \n 496      2283.6580  0.095161   0.003649  \n 609      2242.9970  0.055007  -0.017966  \n ...            ...       ...        ...  \n 385753   3251.3971  0.071131  -0.004375  \n 385891   3245.3760 -0.064022  -0.001854  \n 386029   3240.0568 -0.021481  -0.001640  \n 386167   3261.2485 -0.044397   0.006519  \n 386305   3272.8602  0.024908   0.003554  \n \n [2771 rows x 15 columns],\n 300050:         stkcode        date  stkclose       trdsum  dampltd        rf  \\\n 158      300050  2013-01-07      9.84  13381524.80   3.6120  0.000107   \n 271      300050  2013-01-08     10.16  24483142.41   5.0813  0.000107   \n 384      300050  2013-01-09     10.15  26173301.01   3.0512  0.000107   \n 497      300050  2013-01-10      9.90  18879835.71   2.7586  0.000107   \n 610      300050  2013-01-11      9.64  13907723.81   4.9495  0.000107   \n ...         ...         ...       ...          ...      ...       ...   \n 385754   300050  2023-03-27      4.42  40938832.58   2.4943  0.000067   \n 385892   300050  2023-03-28      4.36  42202488.00   2.9412  0.000067   \n 386030   300050  2023-03-29      4.35  30785818.00   2.0642  0.000067   \n 386168   300050  2023-03-30      4.24  36618832.14   3.2184  0.000067   \n 386306   300050  2023-03-31      4.37  62233436.00   5.4245  0.000067   \n \n         RiskPremium1      SMB1      HML1      RMW1      CMA1  YYYYmm  \\\n 158         0.003761  0.010096 -0.002014 -0.004582  0.000641  201301   \n 271        -0.006667  0.012550 -0.007672 -0.001519  0.002452  201301   \n 384        -0.001212  0.002407 -0.003288  0.001126 -0.000336  201301   \n 497         0.003885  0.002622  0.004782 -0.003027  0.000300  201301   \n 610        -0.016251 -0.004473  0.000358 -0.000219 -0.008375  201301   \n ...              ...       ...       ...       ...       ...     ...   \n 385754     -0.006374  0.002265 -0.003920 -0.000093 -0.003669  202303   \n 385892      0.000790 -0.005440  0.003884  0.000231  0.002473  202303   \n 386030     -0.002534 -0.005063 -0.004080 -0.000682 -0.001761  202303   \n 386168      0.005986 -0.012989 -0.000733  0.008088 -0.001436  202303   \n 386306      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n \n         indexclose   stkdret  indexdret  \n 158      2285.3640  0.015361   0.003670  \n 271      2276.0700  0.032003  -0.004075  \n 384      2275.3400 -0.000985  -0.000321  \n 497      2283.6580 -0.024939   0.003649  \n 610      2242.9970 -0.026614  -0.017966  \n ...            ...       ...        ...  \n 385754   3251.3971  0.002265  -0.004375  \n 385892   3245.3760 -0.013668  -0.001854  \n 386030   3240.0568 -0.002296  -0.001640  \n 386168   3261.2485 -0.025613   0.006519  \n 386306   3272.8602  0.030200   0.003554  \n \n [2713 rows x 15 columns],\n 300051:         stkcode        date  stkclose        trdsum  dampltd        rf  \\\n 159      300051  2013-01-07      7.36  4.104421e+07   5.2039  0.000107   \n 272      300051  2013-01-08      7.64  6.822235e+07   7.2011  0.000107   \n 385      300051  2013-01-09      7.49  3.940842e+07   3.2723  0.000107   \n 498      300051  2013-01-10      8.24  1.685928e+08   7.0761  0.000107   \n 611      300051  2013-01-11      8.60  2.209032e+08  10.4369  0.000107   \n ...         ...         ...       ...           ...      ...       ...   \n 385755   300051  2023-03-27     11.25  1.284004e+08   5.0353  0.000067   \n 385893   300051  2023-03-28     11.12  7.656315e+07   3.3778  0.000067   \n 386031   300051  2023-03-29     11.05  5.743108e+07   2.5180  0.000067   \n 386169   300051  2023-03-30     11.15  7.467504e+07   3.0769  0.000067   \n 386307   300051  2023-03-31     11.53  1.220856e+08   5.6502  0.000067   \n \n         RiskPremium1      SMB1      HML1      RMW1      CMA1  YYYYmm  \\\n 159         0.003761  0.010096 -0.002014 -0.004582  0.000641  201301   \n 272        -0.006667  0.012550 -0.007672 -0.001519  0.002452  201301   \n 385        -0.001212  0.002407 -0.003288  0.001126 -0.000336  201301   \n 498         0.003885  0.002622  0.004782 -0.003027  0.000300  201301   \n 611        -0.016251 -0.004473  0.000358 -0.000219 -0.008375  201301   \n ...              ...       ...       ...       ...       ...     ...   \n 385755     -0.006374  0.002265 -0.003920 -0.000093 -0.003669  202303   \n 385893      0.000790 -0.005440  0.003884  0.000231  0.002473  202303   \n 386031     -0.002534 -0.005063 -0.004080 -0.000682 -0.001761  202303   \n 386169      0.005986 -0.012989 -0.000733  0.008088 -0.001436  202303   \n 386307      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n \n         indexclose   stkdret  indexdret  \n 159      2285.3640  0.034558   0.003670  \n 272      2276.0700  0.037338  -0.004075  \n 385      2275.3400 -0.019829  -0.000321  \n 498      2283.6580  0.095432   0.003649  \n 611      2242.9970  0.042762  -0.017966  \n ...            ...       ...        ...  \n 385755   3251.3971 -0.006203  -0.004375  \n 385893   3245.3760 -0.011623  -0.001854  \n 386031   3240.0568 -0.006315  -0.001640  \n 386169   3261.2485  0.009009   0.006519  \n 386307   3272.8602  0.033513   0.003554  \n \n [2493 rows x 15 columns],\n 300052:         stkcode        date  stkclose        trdsum  dampltd        rf  \\\n 160      300052  2013-01-07     11.03  1.398913e+07   3.2579  0.000107   \n 273      300052  2013-01-08     11.27  3.595681e+07   5.3490  0.000107   \n 386      300052  2013-01-09     11.23  2.494178e+07   4.6140  0.000107   \n 499      300052  2013-01-10     11.34  2.601354e+07   3.9181  0.000107   \n 612      300052  2013-01-11     10.94  3.513445e+07   5.9083  0.000107   \n ...         ...         ...       ...           ...      ...       ...   \n 385756   300052  2023-03-27     22.75  8.833555e+08   5.2609  0.000067   \n 385894   300052  2023-03-28     22.84  7.500675e+08   5.1868  0.000067   \n 386032   300052  2023-03-29     22.55  6.271421e+08   5.2102  0.000067   \n 386170   300052  2023-03-30     22.50  5.496359e+08   5.7650  0.000067   \n 386308   300052  2023-03-31     23.04  6.995376e+08   6.0444  0.000067   \n \n         RiskPremium1      SMB1      HML1      RMW1      CMA1  YYYYmm  \\\n 160         0.003761  0.010096 -0.002014 -0.004582  0.000641  201301   \n 273        -0.006667  0.012550 -0.007672 -0.001519  0.002452  201301   \n 386        -0.001212  0.002407 -0.003288  0.001126 -0.000336  201301   \n 499         0.003885  0.002622  0.004782 -0.003027  0.000300  201301   \n 612        -0.016251 -0.004473  0.000358 -0.000219 -0.008375  201301   \n ...              ...       ...       ...       ...       ...     ...   \n 385756     -0.006374  0.002265 -0.003920 -0.000093 -0.003669  202303   \n 385894      0.000790 -0.005440  0.003884  0.000231  0.002473  202303   \n 386032     -0.002534 -0.005063 -0.004080 -0.000682 -0.001761  202303   \n 386170      0.005986 -0.012989 -0.000733  0.008088 -0.001436  202303   \n 386308      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n \n         indexclose   stkdret  indexdret  \n 160      2285.3640 -0.001812   0.003670  \n 273      2276.0700  0.021525  -0.004075  \n 386      2275.3400 -0.003556  -0.000321  \n 499      2283.6580  0.009748   0.003649  \n 612      2242.9970 -0.035911  -0.017966  \n ...            ...       ...        ...  \n 385756   3251.3971 -0.027316  -0.004375  \n 385894   3245.3760  0.003948  -0.001854  \n 386032   3240.0568 -0.012778  -0.001640  \n 386170   3261.2485 -0.002220   0.006519  \n 386308   3272.8602  0.023717   0.003554  \n \n [2765 rows x 15 columns],\n 300074:         stkcode        date  stkclose        trdsum  dampltd        rf  \\\n 161      300074  2013-01-07     28.03  8.414088e+07   3.7836  0.000107   \n 274      300074  2013-01-08     30.36  1.059188e+08   9.9893  0.000107   \n 387      300074  2013-01-09     30.21  6.383616e+07   4.5125  0.000107   \n 500      300074  2013-01-10     30.38  2.902459e+07   4.2701  0.000107   \n 613      300074  2013-01-11     31.69  6.643858e+07   5.2337  0.000107   \n ...         ...         ...       ...           ...      ...       ...   \n 385757   300074  2023-03-27      4.47  7.656079e+07   4.6460  0.000067   \n 385895   300074  2023-03-28      4.41  5.621017e+07   3.1320  0.000067   \n 386033   300074  2023-03-29      4.43  5.864435e+07   3.4014  0.000067   \n 386171   300074  2023-03-30      4.29  5.537698e+07   3.6117  0.000067   \n 386309   300074  2023-03-31      4.45  6.018373e+07   4.6620  0.000067   \n \n         RiskPremium1      SMB1      HML1      RMW1      CMA1  YYYYmm  \\\n 161         0.003761  0.010096 -0.002014 -0.004582  0.000641  201301   \n 274        -0.006667  0.012550 -0.007672 -0.001519  0.002452  201301   \n 387        -0.001212  0.002407 -0.003288  0.001126 -0.000336  201301   \n 500         0.003885  0.002622  0.004782 -0.003027  0.000300  201301   \n 613        -0.016251 -0.004473  0.000358 -0.000219 -0.008375  201301   \n ...              ...       ...       ...       ...       ...     ...   \n 385757     -0.006374  0.002265 -0.003920 -0.000093 -0.003669  202303   \n 385895      0.000790 -0.005440  0.003884  0.000231  0.002473  202303   \n 386033     -0.002534 -0.005063 -0.004080 -0.000682 -0.001761  202303   \n 386171      0.005986 -0.012989 -0.000733  0.008088 -0.001436  202303   \n 386309      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n \n         indexclose   stkdret  indexdret  \n 161      2285.3640  0.058776   0.003670  \n 274      2276.0700  0.079851  -0.004075  \n 387      2275.3400 -0.004953  -0.000321  \n 500      2283.6580  0.005612   0.003649  \n 613      2242.9970  0.042217  -0.017966  \n ...            ...       ...        ...  \n 385757   3251.3971 -0.011124  -0.004375  \n 385895   3245.3760 -0.013514  -0.001854  \n 386033   3240.0568  0.004525  -0.001640  \n 386171   3261.2485 -0.032113   0.006519  \n 386309   3272.8602  0.036617   0.003554  \n \n [2900 rows x 15 columns],\n 300075:         stkcode        date  stkclose        trdsum  dampltd        rf  \\\n 162      300075  2013-01-07     30.07  1.643396e+07   3.7225  0.000107   \n 275      300075  2013-01-08     31.43  5.087131e+07   7.6488  0.000107   \n 388      300075  2013-01-09     32.10  4.763257e+07   5.1861  0.000107   \n 501      300075  2013-01-10     31.64  3.069746e+07   4.4237  0.000107   \n 614      300075  2013-01-11     31.12  2.351356e+07   4.7724  0.000107   \n ...         ...         ...       ...           ...      ...       ...   \n 385758   300075  2023-03-27     24.38  1.839441e+09  10.1908  0.000067   \n 385896   300075  2023-03-28     25.26  1.935310e+09  11.9770  0.000067   \n 386034   300075  2023-03-29     23.99  1.381304e+09   4.0380  0.000067   \n 386172   300075  2023-03-30     23.25  7.733235e+08   3.9183  0.000067   \n 386310   300075  2023-03-31     23.94  7.411422e+08   4.4301  0.000067   \n \n         RiskPremium1      SMB1      HML1      RMW1      CMA1  YYYYmm  \\\n 162         0.003761  0.010096 -0.002014 -0.004582  0.000641  201301   \n 275        -0.006667  0.012550 -0.007672 -0.001519  0.002452  201301   \n 388        -0.001212  0.002407 -0.003288  0.001126 -0.000336  201301   \n 501         0.003885  0.002622  0.004782 -0.003027  0.000300  201301   \n 614        -0.016251 -0.004473  0.000358 -0.000219 -0.008375  201301   \n ...              ...       ...       ...       ...       ...     ...   \n 385758     -0.006374  0.002265 -0.003920 -0.000093 -0.003669  202303   \n 385896      0.000790 -0.005440  0.003884  0.000231  0.002473  202303   \n 386034     -0.002534 -0.005063 -0.004080 -0.000682 -0.001761  202303   \n 386172      0.005986 -0.012989 -0.000733  0.008088 -0.001436  202303   \n 386310      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n \n         indexclose   stkdret  indexdret  \n 162      2285.3640  0.017444   0.003670  \n 275      2276.0700  0.044235  -0.004075  \n 388      2275.3400  0.021093  -0.000321  \n 501      2283.6580 -0.014434   0.003649  \n 614      2242.9970 -0.016571  -0.017966  \n ...            ...       ...        ...  \n 385758   3251.3971 -0.010202  -0.004375  \n 385896   3245.3760  0.035459  -0.001854  \n 386034   3240.0568 -0.051585  -0.001640  \n 386172   3261.2485 -0.031332   0.006519  \n 386310   3272.8602  0.029246   0.003554  \n \n [2881 rows x 15 columns],\n 300085:         stkcode        date  stkclose        trdsum  dampltd        rf  \\\n 163      300085  2013-01-07      8.04  1.093676e+07   2.7673  0.000107   \n 276      300085  2013-01-08      8.02  1.516972e+07   2.2388  0.000107   \n 389      300085  2013-01-09      7.95  1.347461e+07   2.8678  0.000107   \n 502      300085  2013-01-10      8.11  1.823463e+07   4.7799  0.000107   \n 615      300085  2013-01-11      7.88  1.473651e+07   3.6991  0.000107   \n ...         ...         ...       ...           ...      ...       ...   \n 385759   300085  2023-03-27     12.36  3.885970e+08   5.4605  0.000067   \n 385897   300085  2023-03-28     12.10  2.397907e+08   2.9126  0.000067   \n 386035   300085  2023-03-29     12.04  2.085899e+08   2.8926  0.000067   \n 386173   300085  2023-03-30     11.78  1.599128e+08   3.6545  0.000067   \n 386311   300085  2023-03-31     12.03  1.755776e+08   4.6689  0.000067   \n \n         RiskPremium1      SMB1      HML1      RMW1      CMA1  YYYYmm  \\\n 163         0.003761  0.010096 -0.002014 -0.004582  0.000641  201301   \n 276        -0.006667  0.012550 -0.007672 -0.001519  0.002452  201301   \n 389        -0.001212  0.002407 -0.003288  0.001126 -0.000336  201301   \n 502         0.003885  0.002622  0.004782 -0.003027  0.000300  201301   \n 615        -0.016251 -0.004473  0.000358 -0.000219 -0.008375  201301   \n ...              ...       ...       ...       ...       ...     ...   \n 385759     -0.006374  0.002265 -0.003920 -0.000093 -0.003669  202303   \n 385897      0.000790 -0.005440  0.003884  0.000231  0.002473  202303   \n 386035     -0.002534 -0.005063 -0.004080 -0.000682 -0.001761  202303   \n 386173      0.005986 -0.012989 -0.000733  0.008088 -0.001436  202303   \n 386311      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n \n         indexclose   stkdret  indexdret  \n 163      2285.3640  0.011257   0.003670  \n 276      2276.0700 -0.002491  -0.004075  \n 389      2275.3400 -0.008766  -0.000321  \n 502      2283.6580  0.019926   0.003649  \n 615      2242.9970 -0.028770  -0.017966  \n ...            ...       ...        ...  \n 385759   3251.3971  0.007308  -0.004375  \n 385897   3245.3760 -0.021260  -0.001854  \n 386035   3240.0568 -0.004971  -0.001640  \n 386173   3261.2485 -0.021831   0.006519  \n 386311   3272.8602  0.021000   0.003554  \n \n [2761 rows x 15 columns],\n 300096:         stkcode        date  stkclose        trdsum  dampltd        rf  \\\n 164      300096  2013-01-07      9.45  4.662075e+07   3.9173  0.000107   \n 277      300096  2013-01-08      9.59  7.686904e+07   6.0317  0.000107   \n 390      300096  2013-01-09     10.02  1.312787e+08   6.9864  0.000107   \n 503      300096  2013-01-10     10.01  8.093242e+07   2.2954  0.000107   \n 616      300096  2013-01-11      9.88  8.437424e+07   3.7962  0.000107   \n ...         ...         ...       ...           ...      ...       ...   \n 385760   300096  2023-03-27      7.50  1.672061e+08   3.5040  0.000067   \n 385898   300096  2023-03-28      7.38  1.139930e+08   3.6000  0.000067   \n 386036   300096  2023-03-29      7.52  1.720058e+08   3.6585  0.000067   \n 386174   300096  2023-03-30      7.29  9.860744e+07   4.9202  0.000067   \n 386312   300096  2023-03-31      7.68  2.086371e+08   9.8765  0.000067   \n \n         RiskPremium1      SMB1      HML1      RMW1      CMA1  YYYYmm  \\\n 164         0.003761  0.010096 -0.002014 -0.004582  0.000641  201301   \n 277        -0.006667  0.012550 -0.007672 -0.001519  0.002452  201301   \n 390        -0.001212  0.002407 -0.003288  0.001126 -0.000336  201301   \n 503         0.003885  0.002622  0.004782 -0.003027  0.000300  201301   \n 616        -0.016251 -0.004473  0.000358 -0.000219 -0.008375  201301   \n ...              ...       ...       ...       ...       ...     ...   \n 385760     -0.006374  0.002265 -0.003920 -0.000093 -0.003669  202303   \n 385898      0.000790 -0.005440  0.003884  0.000231  0.002473  202303   \n 386036     -0.002534 -0.005063 -0.004080 -0.000682 -0.001761  202303   \n 386174      0.005986 -0.012989 -0.000733  0.008088 -0.001436  202303   \n 386312      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n \n         indexclose   stkdret  indexdret  \n 164      2285.3640  0.027899   0.003670  \n 277      2276.0700  0.014706  -0.004075  \n 390      2275.3400  0.043862  -0.000321  \n 503      2283.6580 -0.000999   0.003649  \n 616      2242.9970 -0.013072  -0.017966  \n ...            ...       ...        ...  \n 385760   3251.3971  0.010724  -0.004375  \n 385898   3245.3760 -0.016129  -0.001854  \n 386036   3240.0568  0.018792  -0.001640  \n 386174   3261.2485 -0.031063   0.006519  \n 386312   3272.8602  0.052116   0.003554  \n \n [2843 rows x 15 columns],\n 300098:         stkcode        date  stkclose        trdsum  dampltd        rf  \\\n 41448    300098  2014-07-02     21.24  1.030076e+08   5.3854  0.000130   \n 41573    300098  2014-07-03     20.88  7.144456e+07   3.2015  0.000130   \n 41698    300098  2014-07-04     20.58  6.177266e+07   2.8257  0.000130   \n 41823    300098  2014-07-07     21.75  9.593069e+07   7.4830  0.000130   \n 41948    300098  2014-07-08     22.19  9.894801e+07   5.9770  0.000130   \n ...         ...         ...       ...           ...      ...       ...   \n 385761   300098  2023-03-27      3.96  2.295726e+08   3.3505  0.000067   \n 385899   300098  2023-03-28      3.88  1.547951e+08   3.2828  0.000067   \n 386037   300098  2023-03-29      3.94  2.610993e+08   5.1546  0.000067   \n 386175   300098  2023-03-30      3.83  1.660755e+08   3.5533  0.000067   \n 386313   300098  2023-03-31      3.91  1.613226e+08   3.9164  0.000067   \n \n         RiskPremium1      SMB1      HML1      RMW1      CMA1  YYYYmm  \\\n 41448       0.004499  0.002535 -0.000576 -0.000976 -0.000140  201407   \n 41573       0.005727 -0.000758 -0.000810 -0.002137 -0.000256  201407   \n 41698      -0.001003 -0.001092 -0.000254  0.001874 -0.001282  201407   \n 41823       0.000890  0.000817  0.000876 -0.001804  0.000205  201407   \n 41948       0.002172  0.001958  0.002940  0.000121  0.000514  201407   \n ...              ...       ...       ...       ...       ...     ...   \n 385761     -0.006374  0.002265 -0.003920 -0.000093 -0.003669  202303   \n 385899      0.000790 -0.005440  0.003884  0.000231  0.002473  202303   \n 386037     -0.002534 -0.005063 -0.004080 -0.000682 -0.001761  202303   \n 386175      0.005986 -0.012989 -0.000733  0.008088 -0.001436  202303   \n 386313      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n \n         indexclose   stkdret  indexdret  \n 41448    2059.4180  0.048225   0.004398  \n 41573    2063.2290 -0.017094   0.001849  \n 41698    2059.3750 -0.014472  -0.001870  \n 41823    2059.9270  0.055294   0.000268  \n 41948    2064.0210  0.020028   0.001985  \n ...            ...       ...        ...  \n 385761   3251.3971  0.020409  -0.004375  \n 385899   3245.3760 -0.020409  -0.001854  \n 386037   3240.0568  0.015346  -0.001640  \n 386175   3261.2485 -0.028316   0.006519  \n 386313   3272.8602  0.020673   0.003554  \n \n [2103 rows x 15 columns],\n 300113:         stkcode        date  stkclose        trdsum  dampltd        rf  \\\n 165      300113  2013-01-07     25.80  2.158102e+07   2.5909  0.000107   \n 278      300113  2013-01-08     26.08  3.485778e+07   4.9612  0.000107   \n 391      300113  2013-01-09     25.93  2.825025e+07   2.0706  0.000107   \n 504      300113  2013-01-10     26.06  2.283523e+07   2.1597  0.000107   \n 617      300113  2013-01-11     26.92  4.436273e+07   4.2978  0.000107   \n ...         ...         ...       ...           ...      ...       ...   \n 385762   300113  2023-03-27     16.11  1.034531e+09   4.5455  0.000067   \n 385900   300113  2023-03-28     15.35  7.249434e+08   5.8970  0.000067   \n 386038   300113  2023-03-29     15.19  4.606311e+08   4.8860  0.000067   \n 386176   300113  2023-03-30     15.01  4.964034e+08   4.6083  0.000067   \n 386314   300113  2023-03-31     15.47  5.215421e+08   6.7288  0.000067   \n \n         RiskPremium1      SMB1      HML1      RMW1      CMA1  YYYYmm  \\\n 165         0.003761  0.010096 -0.002014 -0.004582  0.000641  201301   \n 278        -0.006667  0.012550 -0.007672 -0.001519  0.002452  201301   \n 391        -0.001212  0.002407 -0.003288  0.001126 -0.000336  201301   \n 504         0.003885  0.002622  0.004782 -0.003027  0.000300  201301   \n 617        -0.016251 -0.004473  0.000358 -0.000219 -0.008375  201301   \n ...              ...       ...       ...       ...       ...     ...   \n 385762     -0.006374  0.002265 -0.003920 -0.000093 -0.003669  202303   \n 385900      0.000790 -0.005440  0.003884  0.000231  0.002473  202303   \n 386038     -0.002534 -0.005063 -0.004080 -0.000682 -0.001761  202303   \n 386176      0.005986 -0.012989 -0.000733  0.008088 -0.001436  202303   \n 386314      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n \n         indexclose   stkdret  indexdret  \n 165      2285.3640 -0.002323   0.003670  \n 278      2276.0700  0.010794  -0.004075  \n 391      2275.3400 -0.005768  -0.000321  \n 504      2283.6580  0.005001   0.003649  \n 617      2242.9970  0.032468  -0.017966  \n ...            ...       ...        ...  \n 385762   3251.3971 -0.050237  -0.004375  \n 385900   3245.3760 -0.048325  -0.001854  \n 386038   3240.0568 -0.010478  -0.001640  \n 386176   3261.2485 -0.011921   0.006519  \n 386314   3272.8602  0.030186   0.003554  \n \n [2845 rows x 15 columns],\n 300150:         stkcode        date  stkclose       trdsum  dampltd        rf  \\\n 166      300150  2013-01-07     14.33  16737173.08   2.1528  0.000107   \n 279      300150  2013-01-08     14.35  20196836.97   2.5122  0.000107   \n 392      300150  2013-01-09     14.78  51092870.38   5.8537  0.000107   \n 505      300150  2013-01-10     14.83  24255371.41   2.3004  0.000107   \n 618      300150  2013-01-11     14.41  23718583.22   3.3715  0.000107   \n ...         ...         ...       ...          ...      ...       ...   \n 385763   300150  2023-03-27      4.37  62639358.68   4.3880  0.000067   \n 385901   300150  2023-03-28      4.27  36218139.58   2.9748  0.000067   \n 386039   300150  2023-03-29      4.24  30251195.16   3.0445  0.000067   \n 386177   300150  2023-03-30      4.13  43517174.00   3.7736  0.000067   \n 386315   300150  2023-03-31      4.22  33774143.89   3.3898  0.000067   \n \n         RiskPremium1      SMB1      HML1      RMW1      CMA1  YYYYmm  \\\n 166         0.003761  0.010096 -0.002014 -0.004582  0.000641  201301   \n 279        -0.006667  0.012550 -0.007672 -0.001519  0.002452  201301   \n 392        -0.001212  0.002407 -0.003288  0.001126 -0.000336  201301   \n 505         0.003885  0.002622  0.004782 -0.003027  0.000300  201301   \n 618        -0.016251 -0.004473  0.000358 -0.000219 -0.008375  201301   \n ...              ...       ...       ...       ...       ...     ...   \n 385763     -0.006374  0.002265 -0.003920 -0.000093 -0.003669  202303   \n 385901      0.000790 -0.005440  0.003884  0.000231  0.002473  202303   \n 386039     -0.002534 -0.005063 -0.004080 -0.000682 -0.001761  202303   \n 386177      0.005986 -0.012989 -0.000733  0.008088 -0.001436  202303   \n 386315      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n \n         indexclose   stkdret  indexdret  \n 166      2285.3640 -0.004873   0.003670  \n 279      2276.0700  0.001395  -0.004075  \n 392      2275.3400  0.029525  -0.000321  \n 505      2283.6580  0.003377   0.003649  \n 618      2242.9970 -0.028730  -0.017966  \n ...            ...       ...        ...  \n 385763   3251.3971  0.009195  -0.004375  \n 385901   3245.3760 -0.023149  -0.001854  \n 386039   3240.0568 -0.007051  -0.001640  \n 386177   3261.2485 -0.026286   0.006519  \n 386315   3272.8602  0.021558   0.003554  \n \n [2782 rows x 15 columns],\n 300166:         stkcode        date  stkclose        trdsum  dampltd        rf  \\\n 167      300166  2013-01-07     12.21  1.245983e+07   3.1588  0.000107   \n 280      300166  2013-01-08     12.73  3.872885e+07   6.3063  0.000107   \n 393      300166  2013-01-09     14.00  9.363050e+07  11.0762  0.000107   \n 506      300166  2013-01-10     14.65  1.032922e+08  10.8571  0.000107   \n 619      300166  2013-01-11     14.34  6.650401e+07   4.6416  0.000107   \n ...         ...         ...       ...           ...      ...       ...   \n 385764   300166  2023-03-27     14.09  3.691275e+09  20.7718  0.000067   \n 385902   300166  2023-03-28     13.40  2.527645e+09   7.6650  0.000067   \n 386040   300166  2023-03-29     13.67  2.858494e+09  10.0746  0.000067   \n 386178   300166  2023-03-30     14.53  3.391859e+09  14.4111  0.000067   \n 386316   300166  2023-03-31     15.07  3.290127e+09   7.4329  0.000067   \n \n         RiskPremium1      SMB1      HML1      RMW1      CMA1  YYYYmm  \\\n 167         0.003761  0.010096 -0.002014 -0.004582  0.000641  201301   \n 280        -0.006667  0.012550 -0.007672 -0.001519  0.002452  201301   \n 393        -0.001212  0.002407 -0.003288  0.001126 -0.000336  201301   \n 506         0.003885  0.002622  0.004782 -0.003027  0.000300  201301   \n 619        -0.016251 -0.004473  0.000358 -0.000219 -0.008375  201301   \n ...              ...       ...       ...       ...       ...     ...   \n 385764     -0.006374  0.002265 -0.003920 -0.000093 -0.003669  202303   \n 385902      0.000790 -0.005440  0.003884  0.000231  0.002473  202303   \n 386040     -0.002534 -0.005063 -0.004080 -0.000682 -0.001761  202303   \n 386178      0.005986 -0.012989 -0.000733  0.008088 -0.001436  202303   \n 386316      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n \n         indexclose   stkdret  indexdret  \n 167      2285.3640  0.014852   0.003670  \n 280      2276.0700  0.041706  -0.004075  \n 393      2275.3400  0.095096  -0.000321  \n 506      2283.6580  0.045383   0.003649  \n 619      2242.9970 -0.021388  -0.017966  \n ...            ...       ...        ...  \n 385764   3251.3971  0.145670  -0.004375  \n 385902   3245.3760 -0.050211  -0.001854  \n 386040   3240.0568  0.019949  -0.001640  \n 386178   3261.2485  0.061012   0.006519  \n 386316   3272.8602  0.036491   0.003554  \n \n [2731 rows x 15 columns],\n 300167:         stkcode        date  stkclose       trdsum  dampltd        rf  \\\n 168      300167  2013-01-07     11.03   8377911.17   2.9331  0.000107   \n 281      300167  2013-01-08     11.03   6839456.01   2.9918  0.000107   \n 394      300167  2013-01-09     11.06   9430813.30   2.5385  0.000107   \n 507      300167  2013-01-10     10.78  13935190.44   3.7071  0.000107   \n 620      300167  2013-01-11     10.50  17160011.22   6.5863  0.000107   \n ...         ...         ...       ...          ...      ...       ...   \n 385765   300167  2023-03-27      5.88  72155445.00   3.0405  0.000067   \n 385903   300167  2023-03-28      5.74  51410300.25   3.0612  0.000067   \n 386041   300167  2023-03-29      5.76  47262398.00   3.6585  0.000067   \n 386179   300167  2023-03-30      5.54  52772490.00   4.3403  0.000067   \n 386317   300167  2023-03-31      5.68  56689864.00   3.6101  0.000067   \n \n         RiskPremium1      SMB1      HML1      RMW1      CMA1  YYYYmm  \\\n 168         0.003761  0.010096 -0.002014 -0.004582  0.000641  201301   \n 281        -0.006667  0.012550 -0.007672 -0.001519  0.002452  201301   \n 394        -0.001212  0.002407 -0.003288  0.001126 -0.000336  201301   \n 507         0.003885  0.002622  0.004782 -0.003027  0.000300  201301   \n 620        -0.016251 -0.004473  0.000358 -0.000219 -0.008375  201301   \n ...              ...       ...       ...       ...       ...     ...   \n 385765     -0.006374  0.002265 -0.003920 -0.000093 -0.003669  202303   \n 385903      0.000790 -0.005440  0.003884  0.000231  0.002473  202303   \n 386041     -0.002534 -0.005063 -0.004080 -0.000682 -0.001761  202303   \n 386179      0.005986 -0.012989 -0.000733  0.008088 -0.001436  202303   \n 386317      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n \n         indexclose   stkdret  indexdret  \n 168      2285.3640  0.010939   0.003670  \n 281      2276.0700  0.000000  -0.004075  \n 394      2275.3400  0.002716  -0.000321  \n 507      2283.6580 -0.025642   0.003649  \n 620      2242.9970 -0.026317  -0.017966  \n ...            ...       ...        ...  \n 385765   3251.3971 -0.006780  -0.004375  \n 385903   3245.3760 -0.024098  -0.001854  \n 386041   3240.0568  0.003478  -0.001640  \n 386179   3261.2485 -0.038943   0.006519  \n 386317   3272.8602  0.024957   0.003554  \n \n [2874 rows x 15 columns],\n 300168:         stkcode        date  stkclose        trdsum  dampltd        rf  \\\n 169      300168  2013-01-07     15.07  1.835063e+07   2.7461  0.000107   \n 282      300168  2013-01-08     16.16  5.021207e+07   9.0909  0.000107   \n 395      300168  2013-01-09     16.80  8.796677e+07   7.7351  0.000107   \n 508      300168  2013-01-10     16.47  4.627699e+07   3.5119  0.000107   \n 621      300168  2013-01-11     16.68  7.027072e+07   5.5859  0.000107   \n ...         ...         ...       ...           ...      ...       ...   \n 385766   300168  2023-03-27     10.93  6.583150e+08   2.9053  0.000067   \n 385904   300168  2023-03-28     10.62  5.023257e+08   3.0192  0.000067   \n 386042   300168  2023-03-29     11.19  7.859588e+08   8.7571  0.000067   \n 386180   300168  2023-03-30     10.55  5.273484e+08   4.7364  0.000067   \n 386318   300168  2023-03-31     11.24  7.125830e+08   8.3412  0.000067   \n \n         RiskPremium1      SMB1      HML1      RMW1      CMA1  YYYYmm  \\\n 169         0.003761  0.010096 -0.002014 -0.004582  0.000641  201301   \n 282        -0.006667  0.012550 -0.007672 -0.001519  0.002452  201301   \n 395        -0.001212  0.002407 -0.003288  0.001126 -0.000336  201301   \n 508         0.003885  0.002622  0.004782 -0.003027  0.000300  201301   \n 621        -0.016251 -0.004473  0.000358 -0.000219 -0.008375  201301   \n ...              ...       ...       ...       ...       ...     ...   \n 385766     -0.006374  0.002265 -0.003920 -0.000093 -0.003669  202303   \n 385904      0.000790 -0.005440  0.003884  0.000231  0.002473  202303   \n 386042     -0.002534 -0.005063 -0.004080 -0.000682 -0.001761  202303   \n 386180      0.005986 -0.012989 -0.000733  0.008088 -0.001436  202303   \n 386318      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n \n         indexclose   stkdret  indexdret  \n 169      2285.3640  0.009333   0.003670  \n 282      2276.0700  0.069833  -0.004075  \n 395      2275.3400  0.038840  -0.000321  \n 508      2283.6580 -0.019838   0.003649  \n 621      2242.9970  0.012670  -0.017966  \n ...            ...       ...        ...  \n 385766   3251.3971  0.024075  -0.004375  \n 385904   3245.3760 -0.028772  -0.001854  \n 386042   3240.0568  0.052282  -0.001640  \n 386180   3261.2485 -0.058895   0.006519  \n 386318   3272.8602  0.063353   0.003554  \n \n [2728 rows x 15 columns],\n 300170:         stkcode        date  stkclose        trdsum  dampltd        rf  \\\n 170      300170  2013-01-07     16.60  3.607966e+07   2.1021  0.000107   \n 283      300170  2013-01-08     16.82  2.586797e+07   3.5542  0.000107   \n 396      300170  2013-01-09     16.84  5.605864e+07   2.1403  0.000107   \n 509      300170  2013-01-10     16.83  3.838706e+07   4.3349  0.000107   \n 622      300170  2013-01-11     16.36  5.297341e+07   6.0606  0.000107   \n ...         ...         ...       ...           ...      ...       ...   \n 385767   300170  2023-03-27     14.87  1.576613e+09   9.3832  0.000067   \n 385905   300170  2023-03-28     14.16  9.940521e+08   3.6987  0.000067   \n 386043   300170  2023-03-29     14.02  9.233436e+08   4.8729  0.000067   \n 386181   300170  2023-03-30     13.68  8.039176e+08   3.6377  0.000067   \n 386319   300170  2023-03-31     14.15  7.118423e+08   5.4825  0.000067   \n \n         RiskPremium1      SMB1      HML1      RMW1      CMA1  YYYYmm  \\\n 170         0.003761  0.010096 -0.002014 -0.004582  0.000641  201301   \n 283        -0.006667  0.012550 -0.007672 -0.001519  0.002452  201301   \n 396        -0.001212  0.002407 -0.003288  0.001126 -0.000336  201301   \n 509         0.003885  0.002622  0.004782 -0.003027  0.000300  201301   \n 622        -0.016251 -0.004473  0.000358 -0.000219 -0.008375  201301   \n ...              ...       ...       ...       ...       ...     ...   \n 385767     -0.006374  0.002265 -0.003920 -0.000093 -0.003669  202303   \n 385905      0.000790 -0.005440  0.003884  0.000231  0.002473  202303   \n 386043     -0.002534 -0.005063 -0.004080 -0.000682 -0.001761  202303   \n 386181      0.005986 -0.012989 -0.000733  0.008088 -0.001436  202303   \n 386319      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n \n         indexclose   stkdret  indexdret  \n 170      2285.3640 -0.003008   0.003670  \n 283      2276.0700  0.013166  -0.004075  \n 396      2275.3400  0.001188  -0.000321  \n 509      2283.6580 -0.000594   0.003649  \n 622      2242.9970 -0.028324  -0.017966  \n ...            ...       ...        ...  \n 385767   3251.3971 -0.024578  -0.004375  \n 385905   3245.3760 -0.048925  -0.001854  \n 386043   3240.0568 -0.009936  -0.001640  \n 386181   3261.2485 -0.024550   0.006519  \n 386319   3272.8602  0.033780   0.003554  \n \n [2883 rows x 15 columns],\n 300183:         stkcode        date  stkclose        trdsum  dampltd        rf  \\\n 510      300183  2013-01-10     23.08  1.722823e+07   0.0000  0.000107   \n 623      300183  2013-01-11     24.87  3.288984e+08   5.7626  0.000107   \n 736      300183  2013-01-14     25.54  2.427095e+08   8.3233  0.000107   \n 849      300183  2013-01-15     25.47  1.658125e+08   5.8340  0.000107   \n 962      300183  2013-01-16     24.83  1.031500e+08   3.5336  0.000107   \n ...         ...         ...       ...           ...      ...       ...   \n 385768   300183  2023-03-27     17.35  1.524196e+08   4.6512  0.000067   \n 385906   300183  2023-03-28     17.36  1.445630e+08   3.1700  0.000067   \n 386044   300183  2023-03-29     17.75  2.093791e+08   5.3571  0.000067   \n 386182   300183  2023-03-30     17.65  1.380601e+08   2.7606  0.000067   \n 386320   300183  2023-03-31     18.00  1.561221e+08   3.0028  0.000067   \n \n         RiskPremium1      SMB1      HML1      RMW1      CMA1  YYYYmm  \\\n 510         0.003885  0.002622  0.004782 -0.003027  0.000300  201301   \n 623        -0.016251 -0.004473  0.000358 -0.000219 -0.008375  201301   \n 736         0.030524  0.002484 -0.001369 -0.002640  0.000791  201301   \n 849         0.004124  0.012393 -0.006268 -0.005762  0.005730  201301   \n 962        -0.007791  0.005970 -0.003715 -0.007902  0.004930  201301   \n ...              ...       ...       ...       ...       ...     ...   \n 385768     -0.006374  0.002265 -0.003920 -0.000093 -0.003669  202303   \n 385906      0.000790 -0.005440  0.003884  0.000231  0.002473  202303   \n 386044     -0.002534 -0.005063 -0.004080 -0.000682 -0.001761  202303   \n 386182      0.005986 -0.012989 -0.000733  0.008088 -0.001436  202303   \n 386320      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n \n         indexclose   stkdret  indexdret  \n 510      2283.6580  0.095397   0.003649  \n 623      2242.9970  0.074696  -0.017966  \n 736      2311.7400  0.026584   0.030188  \n 849      2325.6820 -0.002745   0.006013  \n 962      2309.4990 -0.025449  -0.006983  \n ...            ...       ...        ...  \n 385768   3251.3971 -0.016009  -0.004375  \n 385906   3245.3760  0.000576  -0.001854  \n 386044   3240.0568  0.022217  -0.001640  \n 386182   3261.2485 -0.005650   0.006519  \n 386320   3272.8602  0.019636   0.003554  \n \n [2751 rows x 15 columns],\n 300188:         stkcode        date  stkclose        trdsum  dampltd        rf  \\\n 172      300188  2013-01-07     23.56  9.867512e+06   2.6473  0.000107   \n 285      300188  2013-01-08     24.88  3.191797e+07   7.8098  0.000107   \n 398      300188  2013-01-09     25.00  2.843777e+07   4.7428  0.000107   \n 511      300188  2013-01-10     24.35  1.844206e+07   3.9200  0.000107   \n 624      300188  2013-01-11     23.80  2.231921e+07   3.0390  0.000107   \n ...         ...         ...       ...           ...      ...       ...   \n 385769   300188  2023-03-27     17.99  6.891946e+08   5.3393  0.000067   \n 385907   300188  2023-03-28     18.33  8.657708e+08   5.2251  0.000067   \n 386045   300188  2023-03-29     19.39  1.160524e+09  12.0022  0.000067   \n 386183   300188  2023-03-30     19.50  1.663216e+09   9.4379  0.000067   \n 386321   300188  2023-03-31     20.71  1.645747e+09   7.7436  0.000067   \n \n         RiskPremium1      SMB1      HML1      RMW1      CMA1  YYYYmm  \\\n 172         0.003761  0.010096 -0.002014 -0.004582  0.000641  201301   \n 285        -0.006667  0.012550 -0.007672 -0.001519  0.002452  201301   \n 398        -0.001212  0.002407 -0.003288  0.001126 -0.000336  201301   \n 511         0.003885  0.002622  0.004782 -0.003027  0.000300  201301   \n 624        -0.016251 -0.004473  0.000358 -0.000219 -0.008375  201301   \n ...              ...       ...       ...       ...       ...     ...   \n 385769     -0.006374  0.002265 -0.003920 -0.000093 -0.003669  202303   \n 385907      0.000790 -0.005440  0.003884  0.000231  0.002473  202303   \n 386045     -0.002534 -0.005063 -0.004080 -0.000682 -0.001761  202303   \n 386183      0.005986 -0.012989 -0.000733  0.008088 -0.001436  202303   \n 386321      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n \n         indexclose   stkdret  indexdret  \n 172      2285.3640  0.005960   0.003670  \n 285      2276.0700  0.054514  -0.004075  \n 398      2275.3400  0.004812  -0.000321  \n 511      2283.6580 -0.026344   0.003649  \n 624      2242.9970 -0.022846  -0.017966  \n ...            ...       ...        ...  \n 385769   3251.3971  0.000556  -0.004375  \n 385907   3245.3760  0.018723  -0.001854  \n 386045   3240.0568  0.056218  -0.001640  \n 386183   3261.2485  0.005657   0.006519  \n 386321   3272.8602  0.060202   0.003554  \n \n [2825 rows x 15 columns],\n 300209:         stkcode        date  stkclose       trdsum  dampltd        rf  \\\n 173      300209  2013-01-07     10.98  28072985.79  10.0200  0.000107   \n 286      300209  2013-01-08     10.97  73150652.14   5.9199  0.000107   \n 399      300209  2013-01-09     10.72  32828753.18   3.7375  0.000107   \n 512      300209  2013-01-10     10.69  18152158.85   2.2388  0.000107   \n 625      300209  2013-01-11     10.58  32838066.54   4.7708  0.000107   \n ...         ...         ...       ...          ...      ...       ...   \n 326100   300209  2021-06-24      6.80  45507178.80   5.2557  0.000067   \n 326244   300209  2021-06-25      6.60  55458063.00   4.4118  0.000067   \n 326388   300209  2021-06-28      6.63  45820505.00   2.1212  0.000067   \n 326532   300209  2021-06-29      6.53  69711272.91   5.7315  0.000067   \n 326676   300209  2021-06-30      6.68  72579864.98   5.2067  0.000067   \n \n         RiskPremium1      SMB1      HML1      RMW1      CMA1  YYYYmm  \\\n 173         0.003761  0.010096 -0.002014 -0.004582  0.000641  201301   \n 286        -0.006667  0.012550 -0.007672 -0.001519  0.002452  201301   \n 399        -0.001212  0.002407 -0.003288  0.001126 -0.000336  201301   \n 512         0.003885  0.002622  0.004782 -0.003027  0.000300  201301   \n 625        -0.016251 -0.004473  0.000358 -0.000219 -0.008375  201301   \n ...              ...       ...       ...       ...       ...     ...   \n 326100      0.001572 -0.003716  0.003047  0.002617 -0.001663  202106   \n 326244      0.011857 -0.007737 -0.001428  0.003261 -0.002099  202106   \n 326388     -0.002663  0.004595 -0.006423  0.001590  0.001388  202106   \n 326532     -0.008624  0.002586  0.003854  0.002409  0.000780  202106   \n 326676      0.004788 -0.003427 -0.000873 -0.001404  0.000744  202106   \n \n         indexclose   stkdret  indexdret  \n 173      2285.3640  0.095492   0.003670  \n 286      2276.0700 -0.000911  -0.004075  \n 399      2275.3400 -0.023053  -0.000321  \n 512      2283.6580 -0.002802   0.003649  \n 625      2242.9970 -0.010343  -0.017966  \n ...            ...       ...        ...  \n 326100   3566.6539 -0.034686   0.000122  \n 326244   3607.5618 -0.029853   0.011404  \n 326388   3606.3722  0.004535  -0.000330  \n 326532   3573.1779 -0.015198  -0.009247  \n 326676   3591.1970  0.022711   0.005030  \n \n [2146 rows x 15 columns],\n 300212:         stkcode        date  stkclose        trdsum  dampltd        rf  \\\n 174      300212  2013-01-07     34.24  1.080218e+08   8.0625  0.000107   \n 287      300212  2013-01-08     33.91  1.324059e+08   4.5853  0.000107   \n 400      300212  2013-01-09     36.08  1.059713e+08   9.0829  0.000107   \n 513      300212  2013-01-10     35.30  6.261296e+07   5.1552  0.000107   \n 626      300212  2013-01-11     34.80  5.504235e+07   3.7960  0.000107   \n ...         ...         ...       ...           ...      ...       ...   \n 385770   300212  2023-03-27     35.39  2.825915e+09   5.9671  0.000067   \n 385908   300212  2023-03-28     39.15  4.259417e+09  22.2379  0.000067   \n 386046   300212  2023-03-29     38.72  3.237215e+09   6.2580  0.000067   \n 386184   300212  2023-03-30     36.35  2.767946e+09   9.1426  0.000067   \n 386322   300212  2023-03-31     37.83  2.215630e+09   7.7854  0.000067   \n \n         RiskPremium1      SMB1      HML1      RMW1      CMA1  YYYYmm  \\\n 174         0.003761  0.010096 -0.002014 -0.004582  0.000641  201301   \n 287        -0.006667  0.012550 -0.007672 -0.001519  0.002452  201301   \n 400        -0.001212  0.002407 -0.003288  0.001126 -0.000336  201301   \n 513         0.003885  0.002622  0.004782 -0.003027  0.000300  201301   \n 626        -0.016251 -0.004473  0.000358 -0.000219 -0.008375  201301   \n ...              ...       ...       ...       ...       ...     ...   \n 385770     -0.006374  0.002265 -0.003920 -0.000093 -0.003669  202303   \n 385908      0.000790 -0.005440  0.003884  0.000231  0.002473  202303   \n 386046     -0.002534 -0.005063 -0.004080 -0.000682 -0.001761  202303   \n 386184      0.005986 -0.012989 -0.000733  0.008088 -0.001436  202303   \n 386322      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n \n         indexclose   stkdret  indexdret  \n 174      2285.3640  0.067659   0.003670  \n 287      2276.0700 -0.009685  -0.004075  \n 400      2275.3400  0.062029  -0.000321  \n 513      2283.6580 -0.021856   0.003649  \n 626      2242.9970 -0.014266  -0.017966  \n ...            ...       ...        ...  \n 385770   3251.3971  0.019978  -0.004375  \n 385908   3245.3760  0.100971  -0.001854  \n 386046   3240.0568 -0.011044  -0.001640  \n 386184   3261.2485 -0.063162   0.006519  \n 386322   3272.8602  0.039908   0.003554  \n \n [2709 rows x 15 columns],\n 300226:         stkcode        date  stkclose        trdsum  dampltd        rf  \\\n 175      300226  2013-01-07     13.16  8.504924e+06   3.8583  0.000107   \n 288      300226  2013-01-08     13.92  2.442845e+07   9.8784  0.000107   \n 401      300226  2013-01-09     14.39  2.404917e+07   6.6810  0.000107   \n 514      300226  2013-01-10     14.55  1.167386e+07   2.6407  0.000107   \n 627      300226  2013-01-11     14.23  1.155735e+07   3.0928  0.000107   \n ...         ...         ...       ...           ...      ...       ...   \n 385771   300226  2023-03-27     42.73  5.234002e+08   8.8140  0.000067   \n 385909   300226  2023-03-28     40.91  4.384413e+08   5.5231  0.000067   \n 386047   300226  2023-03-29     40.90  3.030973e+08   5.0843  0.000067   \n 386185   300226  2023-03-30     40.30  2.450767e+08   3.7653  0.000067   \n 386323   300226  2023-03-31     40.88  2.407045e+08   4.9876  0.000067   \n \n         RiskPremium1      SMB1      HML1      RMW1      CMA1  YYYYmm  \\\n 175         0.003761  0.010096 -0.002014 -0.004582  0.000641  201301   \n 288        -0.006667  0.012550 -0.007672 -0.001519  0.002452  201301   \n 401        -0.001212  0.002407 -0.003288  0.001126 -0.000336  201301   \n 514         0.003885  0.002622  0.004782 -0.003027  0.000300  201301   \n 627        -0.016251 -0.004473  0.000358 -0.000219 -0.008375  201301   \n ...              ...       ...       ...       ...       ...     ...   \n 385771     -0.006374  0.002265 -0.003920 -0.000093 -0.003669  202303   \n 385909      0.000790 -0.005440  0.003884  0.000231  0.002473  202303   \n 386047     -0.002534 -0.005063 -0.004080 -0.000682 -0.001761  202303   \n 386185      0.005986 -0.012989 -0.000733  0.008088 -0.001436  202303   \n 386323      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n \n         indexclose   stkdret  indexdret  \n 175      2285.3640  0.035580   0.003670  \n 288      2276.0700  0.056145  -0.004075  \n 401      2275.3400  0.033207  -0.000321  \n 514      2283.6580  0.011057   0.003649  \n 627      2242.9970 -0.022239  -0.017966  \n ...            ...       ...        ...  \n 385771   3251.3971  0.064773  -0.004375  \n 385909   3245.3760 -0.043527  -0.001854  \n 386047   3240.0568 -0.000244  -0.001640  \n 386185   3261.2485 -0.014779   0.006519  \n 386323   3272.8602  0.014289   0.003554  \n \n [2757 rows x 15 columns],\n 300229:         stkcode        date  stkclose        trdsum  dampltd        rf  \\\n 176      300229  2013-01-07     13.58  1.746688e+07   4.8551  0.000107   \n 289      300229  2013-01-08     13.57  1.316038e+07   3.7555  0.000107   \n 402      300229  2013-01-09     13.63  1.844822e+07   3.4635  0.000107   \n 515      300229  2013-01-10     13.77  1.032500e+07   2.7146  0.000107   \n 628      300229  2013-01-11     13.60  9.898655e+06   2.0334  0.000107   \n ...         ...         ...       ...           ...      ...       ...   \n 385772   300229  2023-03-27     29.30  4.689685e+09  11.2426  0.000067   \n 385910   300229  2023-03-28     29.92  4.457024e+09  10.5461  0.000067   \n 386048   300229  2023-03-29     29.60  4.924378e+09  10.2273  0.000067   \n 386186   300229  2023-03-30     29.06  4.241864e+09   7.7703  0.000067   \n 386324   300229  2023-03-31     31.65  4.725599e+09  10.9429  0.000067   \n \n         RiskPremium1      SMB1      HML1      RMW1      CMA1  YYYYmm  \\\n 176         0.003761  0.010096 -0.002014 -0.004582  0.000641  201301   \n 289        -0.006667  0.012550 -0.007672 -0.001519  0.002452  201301   \n 402        -0.001212  0.002407 -0.003288  0.001126 -0.000336  201301   \n 515         0.003885  0.002622  0.004782 -0.003027  0.000300  201301   \n 628        -0.016251 -0.004473  0.000358 -0.000219 -0.008375  201301   \n ...              ...       ...       ...       ...       ...     ...   \n 385772     -0.006374  0.002265 -0.003920 -0.000093 -0.003669  202303   \n 385910      0.000790 -0.005440  0.003884  0.000231  0.002473  202303   \n 386048     -0.002534 -0.005063 -0.004080 -0.000682 -0.001761  202303   \n 386186      0.005986 -0.012989 -0.000733  0.008088 -0.001436  202303   \n 386324      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n \n         indexclose   stkdret  indexdret  \n 176      2285.3640 -0.016070   0.003670  \n 289      2276.0700 -0.000737  -0.004075  \n 402      2275.3400  0.004412  -0.000321  \n 515      2283.6580  0.010219   0.003649  \n 628      2242.9970 -0.012423  -0.017966  \n ...            ...       ...        ...  \n 385772   3251.3971  0.019646  -0.004375  \n 385910   3245.3760  0.020940  -0.001854  \n 386048   3240.0568 -0.010753  -0.001640  \n 386186   3261.2485 -0.018412   0.006519  \n 386324   3272.8602  0.085375   0.003554  \n \n [2712 rows x 15 columns],\n 300231:         stkcode        date  stkclose        trdsum  dampltd        rf  \\\n 177      300231  2013-01-07     15.18  6.018879e+07   2.8909  0.000107   \n 290      300231  2013-01-08     15.00  5.514887e+07   3.5573  0.000107   \n 403      300231  2013-01-09     14.82  5.092598e+07   4.0000  0.000107   \n 516      300231  2013-01-10     14.99  4.125669e+07   2.1592  0.000107   \n 629      300231  2013-01-11     14.65  4.967057e+07   4.9366  0.000107   \n ...         ...         ...       ...           ...      ...       ...   \n 385773   300231  2023-03-27     10.09  2.645995e+08   4.7619  0.000067   \n 385911   300231  2023-03-28      9.86  1.494463e+08   2.5768  0.000067   \n 386049   300231  2023-03-29      9.85  1.457131e+08   3.2454  0.000067   \n 386187   300231  2023-03-30      9.48  1.957570e+08   4.7716  0.000067   \n 386325   300231  2023-03-31      9.83  1.474983e+08   5.8017  0.000067   \n \n         RiskPremium1      SMB1      HML1      RMW1      CMA1  YYYYmm  \\\n 177         0.003761  0.010096 -0.002014 -0.004582  0.000641  201301   \n 290        -0.006667  0.012550 -0.007672 -0.001519  0.002452  201301   \n 403        -0.001212  0.002407 -0.003288  0.001126 -0.000336  201301   \n 516         0.003885  0.002622  0.004782 -0.003027  0.000300  201301   \n 629        -0.016251 -0.004473  0.000358 -0.000219 -0.008375  201301   \n ...              ...       ...       ...       ...       ...     ...   \n 385773     -0.006374  0.002265 -0.003920 -0.000093 -0.003669  202303   \n 385911      0.000790 -0.005440  0.003884  0.000231  0.002473  202303   \n 386049     -0.002534 -0.005063 -0.004080 -0.000682 -0.001761  202303   \n 386187      0.005986 -0.012989 -0.000733  0.008088 -0.001436  202303   \n 386325      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n \n         indexclose   stkdret  indexdret  \n 177      2285.3640 -0.002632   0.003670  \n 290      2276.0700 -0.011929  -0.004075  \n 403      2275.3400 -0.012073  -0.000321  \n 516      2283.6580  0.011406   0.003649  \n 629      2242.9970 -0.022943  -0.017966  \n ...            ...       ...        ...  \n 385773   3251.3971 -0.019628  -0.004375  \n 385911   3245.3760 -0.023059  -0.001854  \n 386049   3240.0568 -0.001015  -0.001640  \n 386187   3261.2485 -0.038287   0.006519  \n 386325   3272.8602  0.036255   0.003554  \n \n [2851 rows x 15 columns],\n 300235:         stkcode        date  stkclose        trdsum  dampltd        rf  \\\n 178      300235  2013-01-07      9.78  1.228470e+07   3.5454  0.000107   \n 291      300235  2013-01-08     10.00  2.347101e+07   3.8855  0.000107   \n 404      300235  2013-01-09      9.90  2.315208e+07   4.0000  0.000107   \n 517      300235  2013-01-10     10.08  1.679695e+07   3.7374  0.000107   \n 630      300235  2013-01-11      9.72  1.442635e+07   5.1587  0.000107   \n ...         ...         ...       ...           ...      ...       ...   \n 385774   300235  2023-03-27     15.75  3.324539e+08   5.6467  0.000067   \n 385912   300235  2023-03-28     15.18  3.412722e+08   8.6349  0.000067   \n 386050   300235  2023-03-29     15.14  2.388418e+08   6.1265  0.000067   \n 386188   300235  2023-03-30     14.75  1.759765e+08   3.8309  0.000067   \n 386326   300235  2023-03-31     15.46  2.286716e+08   5.2203  0.000067   \n \n         RiskPremium1      SMB1      HML1      RMW1      CMA1  YYYYmm  \\\n 178         0.003761  0.010096 -0.002014 -0.004582  0.000641  201301   \n 291        -0.006667  0.012550 -0.007672 -0.001519  0.002452  201301   \n 404        -0.001212  0.002407 -0.003288  0.001126 -0.000336  201301   \n 517         0.003885  0.002622  0.004782 -0.003027  0.000300  201301   \n 630        -0.016251 -0.004473  0.000358 -0.000219 -0.008375  201301   \n ...              ...       ...       ...       ...       ...     ...   \n 385774     -0.006374  0.002265 -0.003920 -0.000093 -0.003669  202303   \n 385912      0.000790 -0.005440  0.003884  0.000231  0.002473  202303   \n 386050     -0.002534 -0.005063 -0.004080 -0.000682 -0.001761  202303   \n 386188      0.005986 -0.012989 -0.000733  0.008088 -0.001436  202303   \n 386326      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n \n         indexclose   stkdret  indexdret  \n 178      2285.3640  0.019619   0.003670  \n 291      2276.0700  0.022246  -0.004075  \n 404      2275.3400 -0.010050  -0.000321  \n 517      2283.6580  0.018019   0.003649  \n 630      2242.9970 -0.036368  -0.017966  \n ...            ...       ...        ...  \n 385774   3251.3971  0.033573  -0.004375  \n 385912   3245.3760 -0.036862  -0.001854  \n 386050   3240.0568 -0.002639  -0.001640  \n 386188   3261.2485 -0.026097   0.006519  \n 386326   3272.8602  0.047013   0.003554  \n \n [2352 rows x 15 columns],\n 300245:         stkcode        date  stkclose        trdsum  dampltd        rf  \\\n 179      300245  2013-01-07     10.11  3.283255e+07   2.6157  0.000107   \n 292      300245  2013-01-08     10.31  6.438725e+07   4.9456  0.000107   \n 405      300245  2013-01-09     10.12  4.708640e+07   3.8797  0.000107   \n 518      300245  2013-01-10     10.71  1.024693e+08   7.1146  0.000107   \n 631      300245  2013-01-11     10.12  7.130793e+07   4.8553  0.000107   \n ...         ...         ...       ...           ...      ...       ...   \n 385775   300245  2023-03-27     10.86  2.860820e+08   5.4054  0.000067   \n 385913   300245  2023-03-28     10.34  2.638268e+08   4.8803  0.000067   \n 386051   300245  2023-03-29     10.40  1.638921e+08   3.7718  0.000067   \n 386189   300245  2023-03-30      9.94  1.585189e+08   4.6154  0.000067   \n 386327   300245  2023-03-31     10.17  1.223403e+08   4.2254  0.000067   \n \n         RiskPremium1      SMB1      HML1      RMW1      CMA1  YYYYmm  \\\n 179         0.003761  0.010096 -0.002014 -0.004582  0.000641  201301   \n 292        -0.006667  0.012550 -0.007672 -0.001519  0.002452  201301   \n 405        -0.001212  0.002407 -0.003288  0.001126 -0.000336  201301   \n 518         0.003885  0.002622  0.004782 -0.003027  0.000300  201301   \n 631        -0.016251 -0.004473  0.000358 -0.000219 -0.008375  201301   \n ...              ...       ...       ...       ...       ...     ...   \n 385775     -0.006374  0.002265 -0.003920 -0.000093 -0.003669  202303   \n 385913      0.000790 -0.005440  0.003884  0.000231  0.002473  202303   \n 386051     -0.002534 -0.005063 -0.004080 -0.000682 -0.001761  202303   \n 386189      0.005986 -0.012989 -0.000733  0.008088 -0.001436  202303   \n 386327      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n \n         indexclose   stkdret  indexdret  \n 179      2285.3640  0.016958   0.003670  \n 292      2276.0700  0.019589  -0.004075  \n 405      2275.3400 -0.018601  -0.000321  \n 518      2283.6580  0.056664   0.003649  \n 631      2242.9970 -0.056664  -0.017966  \n ...            ...       ...        ...  \n 385775   3251.3971  0.047134  -0.004375  \n 385913   3245.3760 -0.049066  -0.001854  \n 386051   3240.0568  0.005786  -0.001640  \n 386189   3261.2485 -0.045239   0.006519  \n 386327   3272.8602  0.022875   0.003554  \n \n [2832 rows x 15 columns],\n 300248:         stkcode        date  stkclose        trdsum  dampltd        rf  \\\n 180      300248  2013-01-07     11.66  1.140501e+07   3.0702  0.000107   \n 293      300248  2013-01-08     11.91  2.246499e+07   4.8027  0.000107   \n 406      300248  2013-01-09     11.77  1.819906e+07   3.0227  0.000107   \n 519      300248  2013-01-10     11.88  1.431948e+07   2.3789  0.000107   \n 632      300248  2013-01-11     11.84  3.005950e+07   3.7879  0.000107   \n ...         ...         ...       ...           ...      ...       ...   \n 385776   300248  2023-03-27     12.02  4.357330e+08  12.6913  0.000067   \n 385914   300248  2023-03-28     11.47  3.952875e+08   8.1531  0.000067   \n 386052   300248  2023-03-29     12.93  7.672691e+08  14.2110  0.000067   \n 386190   300248  2023-03-30     12.32  5.196228e+08   6.2645  0.000067   \n 386328   300248  2023-03-31     12.17  3.662820e+08   4.9513  0.000067   \n \n         RiskPremium1      SMB1      HML1      RMW1      CMA1  YYYYmm  \\\n 180         0.003761  0.010096 -0.002014 -0.004582  0.000641  201301   \n 293        -0.006667  0.012550 -0.007672 -0.001519  0.002452  201301   \n 406        -0.001212  0.002407 -0.003288  0.001126 -0.000336  201301   \n 519         0.003885  0.002622  0.004782 -0.003027  0.000300  201301   \n 632        -0.016251 -0.004473  0.000358 -0.000219 -0.008375  201301   \n ...              ...       ...       ...       ...       ...     ...   \n 385776     -0.006374  0.002265 -0.003920 -0.000093 -0.003669  202303   \n 385914      0.000790 -0.005440  0.003884  0.000231  0.002473  202303   \n 386052     -0.002534 -0.005063 -0.004080 -0.000682 -0.001761  202303   \n 386190      0.005986 -0.012989 -0.000733  0.008088 -0.001436  202303   \n 386328      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n \n         indexclose   stkdret  indexdret  \n 180      2285.3640  0.022551   0.003670  \n 293      2276.0700  0.021214  -0.004075  \n 406      2275.3400 -0.011824  -0.000321  \n 519      2283.6580  0.009302   0.003649  \n 632      2242.9970 -0.003373  -0.017966  \n ...            ...       ...        ...  \n 385776   3251.3971  0.078726  -0.004375  \n 385914   3245.3760 -0.046837  -0.001854  \n 386052   3240.0568  0.119815  -0.001640  \n 386190   3261.2485 -0.048326   0.006519  \n 386328   3272.8602 -0.012250   0.003554  \n \n [2689 rows x 15 columns],\n 300253:         stkcode        date  stkclose        trdsum  dampltd        rf  \\\n 181      300253  2013-01-07     21.59  2.338951e+07   1.7035  0.000107   \n 294      300253  2013-01-08     21.92  3.044639e+07   3.1496  0.000107   \n 407      300253  2013-01-09     22.29  2.359761e+07   3.9234  0.000107   \n 520      300253  2013-01-10     22.83  4.761371e+07   4.0377  0.000107   \n 633      300253  2013-01-11     22.05  3.797161e+07   5.6505  0.000107   \n ...         ...         ...       ...           ...      ...       ...   \n 385777   300253  2023-03-27     11.89  1.162440e+09  11.2918  0.000067   \n 385915   300253  2023-03-28     12.30  1.240741e+09   7.4853  0.000067   \n 386053   300253  2023-03-29     12.00  7.821776e+08   4.7967  0.000067   \n 386191   300253  2023-03-30     11.56  4.704735e+08   3.0833  0.000067   \n 386329   300253  2023-03-31     13.87  1.760175e+09  19.2042  0.000067   \n \n         RiskPremium1      SMB1      HML1      RMW1      CMA1  YYYYmm  \\\n 181         0.003761  0.010096 -0.002014 -0.004582  0.000641  201301   \n 294        -0.006667  0.012550 -0.007672 -0.001519  0.002452  201301   \n 407        -0.001212  0.002407 -0.003288  0.001126 -0.000336  201301   \n 520         0.003885  0.002622  0.004782 -0.003027  0.000300  201301   \n 633        -0.016251 -0.004473  0.000358 -0.000219 -0.008375  201301   \n ...              ...       ...       ...       ...       ...     ...   \n 385777     -0.006374  0.002265 -0.003920 -0.000093 -0.003669  202303   \n 385915      0.000790 -0.005440  0.003884  0.000231  0.002473  202303   \n 386053     -0.002534 -0.005063 -0.004080 -0.000682 -0.001761  202303   \n 386191      0.005986 -0.012989 -0.000733  0.008088 -0.001436  202303   \n 386329      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n \n         indexclose   stkdret  indexdret  \n 181      2285.3640 -0.006003   0.003670  \n 294      2276.0700  0.015169  -0.004075  \n 407      2275.3400  0.016739  -0.000321  \n 520      2283.6580  0.023937   0.003649  \n 633      2242.9970 -0.034763  -0.017966  \n ...            ...       ...        ...  \n 385777   3251.3971  0.071459  -0.004375  \n 385915   3245.3760  0.033902  -0.001854  \n 386053   3240.0568 -0.024693  -0.001640  \n 386191   3261.2485 -0.037356   0.006519  \n 386329   3272.8602  0.182177   0.003554  \n \n [2752 rows x 15 columns],\n 300264:         stkcode        date  stkclose        trdsum  dampltd        rf  \\\n 182      300264  2013-01-07      6.20  1.348137e+07   2.1311  0.000107   \n 295      300264  2013-01-08      6.31  2.453770e+07   3.3871  0.000107   \n 408      300264  2013-01-09      6.30  2.089079e+07   2.6941  0.000107   \n 521      300264  2013-01-10      6.43  2.642809e+07   2.5397  0.000107   \n 634      300264  2013-01-11      6.27  3.618197e+07   4.9767  0.000107   \n ...         ...         ...       ...           ...      ...       ...   \n 385778   300264  2023-03-27      7.33  2.907256e+08   4.1611  0.000067   \n 385916   300264  2023-03-28      7.16  1.790920e+08   3.2742  0.000067   \n 386054   300264  2023-03-29      7.11  1.331365e+08   3.3520  0.000067   \n 386192   300264  2023-03-30      6.92  1.291832e+08   3.9381  0.000067   \n 386330   300264  2023-03-31      7.16  1.588547e+08   4.7688  0.000067   \n \n         RiskPremium1      SMB1      HML1      RMW1      CMA1  YYYYmm  \\\n 182         0.003761  0.010096 -0.002014 -0.004582  0.000641  201301   \n 295        -0.006667  0.012550 -0.007672 -0.001519  0.002452  201301   \n 408        -0.001212  0.002407 -0.003288  0.001126 -0.000336  201301   \n 521         0.003885  0.002622  0.004782 -0.003027  0.000300  201301   \n 634        -0.016251 -0.004473  0.000358 -0.000219 -0.008375  201301   \n ...              ...       ...       ...       ...       ...     ...   \n 385778     -0.006374  0.002265 -0.003920 -0.000093 -0.003669  202303   \n 385916      0.000790 -0.005440  0.003884  0.000231  0.002473  202303   \n 386054     -0.002534 -0.005063 -0.004080 -0.000682 -0.001761  202303   \n 386192      0.005986 -0.012989 -0.000733  0.008088 -0.001436  202303   \n 386330      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n \n         indexclose   stkdret  indexdret  \n 182      2285.3640  0.016261   0.003670  \n 295      2276.0700  0.017586  -0.004075  \n 408      2275.3400 -0.001586  -0.000321  \n 521      2283.6580  0.020425   0.003649  \n 634      2242.9970 -0.025198  -0.017966  \n ...            ...       ...        ...  \n 385778   3251.3971 -0.016239  -0.004375  \n 385916   3245.3760 -0.023466  -0.001854  \n 386054   3240.0568 -0.007008  -0.001640  \n 386192   3261.2485 -0.027086   0.006519  \n 386330   3272.8602  0.034094   0.003554  \n \n [2478 rows x 15 columns],\n 300271:         stkcode        date  stkclose        trdsum  dampltd        rf  \\\n 183      300271  2013-01-07     11.73  2.257776e+07   3.4813  0.000107   \n 296      300271  2013-01-08     12.06  6.832846e+07   5.2856  0.000107   \n 409      300271  2013-01-09     12.03  4.613629e+07   4.1459  0.000107   \n 522      300271  2013-01-10     12.37  6.037879e+07   3.6575  0.000107   \n 635      300271  2013-01-11     12.05  6.113224e+07   5.4972  0.000107   \n ...         ...         ...       ...           ...      ...       ...   \n 385779   300271  2023-03-27     10.69  5.213709e+08   7.2906  0.000067   \n 385917   300271  2023-03-28     10.32  3.748798e+08   8.9804  0.000067   \n 386055   300271  2023-03-29     10.08  2.932590e+08   5.0388  0.000067   \n 386193   300271  2023-03-30      9.85  2.301429e+08   3.5714  0.000067   \n 386331   300271  2023-03-31     10.22  2.156705e+08   5.5838  0.000067   \n \n         RiskPremium1      SMB1      HML1      RMW1      CMA1  YYYYmm  \\\n 183         0.003761  0.010096 -0.002014 -0.004582  0.000641  201301   \n 296        -0.006667  0.012550 -0.007672 -0.001519  0.002452  201301   \n 409        -0.001212  0.002407 -0.003288  0.001126 -0.000336  201301   \n 522         0.003885  0.002622  0.004782 -0.003027  0.000300  201301   \n 635        -0.016251 -0.004473  0.000358 -0.000219 -0.008375  201301   \n ...              ...       ...       ...       ...       ...     ...   \n 385779     -0.006374  0.002265 -0.003920 -0.000093 -0.003669  202303   \n 385917      0.000790 -0.005440  0.003884  0.000231  0.002473  202303   \n 386055     -0.002534 -0.005063 -0.004080 -0.000682 -0.001761  202303   \n 386193      0.005986 -0.012989 -0.000733  0.008088 -0.001436  202303   \n 386331      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n \n         indexclose   stkdret  indexdret  \n 183      2285.3640  0.020673   0.003670  \n 296      2276.0700  0.027745  -0.004075  \n 409      2275.3400 -0.002491  -0.000321  \n 522      2283.6580  0.027871   0.003649  \n 635      2242.9970 -0.026210  -0.017966  \n ...            ...       ...        ...  \n 385779   3251.3971  0.051835  -0.004375  \n 385917   3245.3760 -0.035225  -0.001854  \n 386055   3240.0568 -0.023530  -0.001640  \n 386193   3261.2485 -0.023082   0.006519  \n 386331   3272.8602  0.036875   0.003554  \n \n [2578 rows x 15 columns],\n 300275:         stkcode        date  stkclose        trdsum  dampltd        rf  \\\n 184      300275  2013-01-07     26.03  1.543923e+07   1.6412  0.000107   \n 297      300275  2013-01-08     27.35  3.581596e+07   8.7975  0.000107   \n 410      300275  2013-01-09     28.10  3.972792e+07   5.3748  0.000107   \n 523      300275  2013-01-10     29.41  6.516855e+07   5.6584  0.000107   \n 636      300275  2013-01-11     29.06  4.374741e+07   3.7402  0.000107   \n ...         ...         ...       ...           ...      ...       ...   \n 385780   300275  2023-03-27     20.60  4.473010e+08  17.2566  0.000067   \n 385918   300275  2023-03-28     24.31  8.440021e+08  21.3107  0.000067   \n 386056   300275  2023-03-29     23.34  5.064804e+08   5.0596  0.000067   \n 386194   300275  2023-03-30     22.67  2.686752e+08   7.7549  0.000067   \n 386332   300275  2023-03-31     22.97  2.659003e+08   7.4107  0.000067   \n \n         RiskPremium1      SMB1      HML1      RMW1      CMA1  YYYYmm  \\\n 184         0.003761  0.010096 -0.002014 -0.004582  0.000641  201301   \n 297        -0.006667  0.012550 -0.007672 -0.001519  0.002452  201301   \n 410        -0.001212  0.002407 -0.003288  0.001126 -0.000336  201301   \n 523         0.003885  0.002622  0.004782 -0.003027  0.000300  201301   \n 636        -0.016251 -0.004473  0.000358 -0.000219 -0.008375  201301   \n ...              ...       ...       ...       ...       ...     ...   \n 385780     -0.006374  0.002265 -0.003920 -0.000093 -0.003669  202303   \n 385918      0.000790 -0.005440  0.003884  0.000231  0.002473  202303   \n 386056     -0.002534 -0.005063 -0.004080 -0.000682 -0.001761  202303   \n 386194      0.005986 -0.012989 -0.000733  0.008088 -0.001436  202303   \n 386332      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n \n         indexclose   stkdret  indexdret  \n 184      2285.3640 -0.006510   0.003670  \n 297      2276.0700  0.049467  -0.004075  \n 410      2275.3400  0.027053  -0.000321  \n 523      2283.6580  0.045565   0.003649  \n 636      2242.9970 -0.011972  -0.017966  \n ...            ...       ...        ...  \n 385780   3251.3971  0.130485  -0.004375  \n 385918   3245.3760  0.165597  -0.001854  \n 386056   3240.0568 -0.040719  -0.001640  \n 386194   3261.2485 -0.029126   0.006519  \n 386332   3272.8602  0.013147   0.003554  \n \n [2759 rows x 15 columns],\n 300277:         stkcode        date  stkclose       trdsum  dampltd        rf  \\\n 185      300277  2013-01-07      8.96  14865751.51   4.4084  0.000107   \n 298      300277  2013-01-08      9.05  26546316.12   3.9062  0.000107   \n 411      300277  2013-01-09      9.18  21636038.84   3.3149  0.000107   \n 524      300277  2013-01-10      9.22  18471225.29   2.9412  0.000107   \n 637      300277  2013-01-11      9.32  33207570.44   3.9046  0.000107   \n ...         ...         ...       ...          ...      ...       ...   \n 385781   300277  2023-03-27      8.21  55937359.95   3.3776  0.000067   \n 385919   300277  2023-03-28      8.08  33905866.45   3.4105  0.000067   \n 386057   300277  2023-03-29      8.05  39244362.79   2.4752  0.000067   \n 386195   300277  2023-03-30      7.90  37604978.00   2.6087  0.000067   \n 386333   300277  2023-03-31      8.06  38420080.00   3.7975  0.000067   \n \n         RiskPremium1      SMB1      HML1      RMW1      CMA1  YYYYmm  \\\n 185         0.003761  0.010096 -0.002014 -0.004582  0.000641  201301   \n 298        -0.006667  0.012550 -0.007672 -0.001519  0.002452  201301   \n 411        -0.001212  0.002407 -0.003288  0.001126 -0.000336  201301   \n 524         0.003885  0.002622  0.004782 -0.003027  0.000300  201301   \n 637        -0.016251 -0.004473  0.000358 -0.000219 -0.008375  201301   \n ...              ...       ...       ...       ...       ...     ...   \n 385781     -0.006374  0.002265 -0.003920 -0.000093 -0.003669  202303   \n 385919      0.000790 -0.005440  0.003884  0.000231  0.002473  202303   \n 386057     -0.002534 -0.005063 -0.004080 -0.000682 -0.001761  202303   \n 386195      0.005986 -0.012989 -0.000733  0.008088 -0.001436  202303   \n 386333      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n \n         indexclose   stkdret  indexdret  \n 185      2285.3640  0.038685   0.003670  \n 298      2276.0700  0.009995  -0.004075  \n 411      2275.3400  0.014262  -0.000321  \n 524      2283.6580  0.004348   0.003649  \n 637      2242.9970  0.010788  -0.017966  \n ...            ...       ...        ...  \n 385781   3251.3971 -0.009697  -0.004375  \n 385919   3245.3760 -0.015961  -0.001854  \n 386057   3240.0568 -0.003720  -0.001640  \n 386195   3261.2485 -0.018809   0.006519  \n 386333   3272.8602  0.020051   0.003554  \n \n [2699 rows x 15 columns],\n 300287:         stkcode        date  stkclose        trdsum  dampltd        rf  \\\n 186      300287  2013-01-07     17.44  2.593693e+07   3.6416  0.000107   \n 299      300287  2013-01-08     18.15  2.977755e+07   4.2431  0.000107   \n 412      300287  2013-01-09     17.74  4.924328e+07   2.4793  0.000107   \n 525      300287  2013-01-10     17.61  2.036631e+07   2.7057  0.000107   \n 638      300287  2013-01-11     18.13  4.699370e+07   4.5429  0.000107   \n ...         ...         ...       ...           ...      ...       ...   \n 385782   300287  2023-03-27      4.43  3.312244e+08   3.8724  0.000067   \n 385920   300287  2023-03-28      4.32  2.567127e+08   3.8375  0.000067   \n 386058   300287  2023-03-29      4.31  2.373937e+08   4.3981  0.000067   \n 386196   300287  2023-03-30      4.24  2.803829e+08   5.5684  0.000067   \n 386334   300287  2023-03-31      4.40  3.632363e+08   6.8396  0.000067   \n \n         RiskPremium1      SMB1      HML1      RMW1      CMA1  YYYYmm  \\\n 186         0.003761  0.010096 -0.002014 -0.004582  0.000641  201301   \n 299        -0.006667  0.012550 -0.007672 -0.001519  0.002452  201301   \n 412        -0.001212  0.002407 -0.003288  0.001126 -0.000336  201301   \n 525         0.003885  0.002622  0.004782 -0.003027  0.000300  201301   \n 638        -0.016251 -0.004473  0.000358 -0.000219 -0.008375  201301   \n ...              ...       ...       ...       ...       ...     ...   \n 385782     -0.006374  0.002265 -0.003920 -0.000093 -0.003669  202303   \n 385920      0.000790 -0.005440  0.003884  0.000231  0.002473  202303   \n 386058     -0.002534 -0.005063 -0.004080 -0.000682 -0.001761  202303   \n 386196      0.005986 -0.012989 -0.000733  0.008088 -0.001436  202303   \n 386334      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n \n         indexclose   stkdret  indexdret  \n 186      2285.3640  0.008060   0.003670  \n 299      2276.0700  0.039904  -0.004075  \n 412      2275.3400 -0.022849  -0.000321  \n 525      2283.6580 -0.007355   0.003649  \n 638      2242.9970  0.029101  -0.017966  \n ...            ...       ...        ...  \n 385782   3251.3971  0.009070  -0.004375  \n 385920   3245.3760 -0.025144  -0.001854  \n 386058   3240.0568 -0.002317  -0.001640  \n 386196   3261.2485 -0.016375   0.006519  \n 386334   3272.8602  0.037041   0.003554  \n \n [2573 rows x 15 columns],\n 300288:         stkcode        date  stkclose        trdsum  dampltd        rf  \\\n 187      300288  2013-01-07     65.08  4.585852e+07   4.2056  0.000107   \n 300      300288  2013-01-08     71.59  1.003689e+08  10.7406  0.000107   \n 413      300288  2013-01-09     75.60  1.755891e+08   6.4534  0.000107   \n 526      300288  2013-01-10     76.20  1.252181e+08   4.9603  0.000107   \n 639      300288  2013-01-11     83.82  2.236812e+08  10.7480  0.000107   \n ...         ...         ...       ...           ...      ...       ...   \n 385783   300288  2023-03-27     14.51  4.535611e+08   5.4730  0.000067   \n 385921   300288  2023-03-28     13.98  2.665371e+08   3.5837  0.000067   \n 386059   300288  2023-03-29     14.15  2.643344e+08   3.9342  0.000067   \n 386197   300288  2023-03-30     13.34  3.031957e+08   5.6537  0.000067   \n 386335   300288  2023-03-31     14.10  2.545258e+08   6.3718  0.000067   \n \n         RiskPremium1      SMB1      HML1      RMW1      CMA1  YYYYmm  \\\n 187         0.003761  0.010096 -0.002014 -0.004582  0.000641  201301   \n 300        -0.006667  0.012550 -0.007672 -0.001519  0.002452  201301   \n 413        -0.001212  0.002407 -0.003288  0.001126 -0.000336  201301   \n 526         0.003885  0.002622  0.004782 -0.003027  0.000300  201301   \n 639        -0.016251 -0.004473  0.000358 -0.000219 -0.008375  201301   \n ...              ...       ...       ...       ...       ...     ...   \n 385783     -0.006374  0.002265 -0.003920 -0.000093 -0.003669  202303   \n 385921      0.000790 -0.005440  0.003884  0.000231  0.002473  202303   \n 386059     -0.002534 -0.005063 -0.004080 -0.000682 -0.001761  202303   \n 386197      0.005986 -0.012989 -0.000733  0.008088 -0.001436  202303   \n 386335      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n \n         indexclose   stkdret  indexdret  \n 187      2285.3640  0.013614   0.003670  \n 300      2276.0700  0.095338  -0.004075  \n 413      2275.3400  0.054501  -0.000321  \n 526      2283.6580  0.007905   0.003649  \n 639      2242.9970  0.095310  -0.017966  \n ...            ...       ...        ...  \n 385783   3251.3971 -0.019789  -0.004375  \n 385921   3245.3760 -0.037210  -0.001854  \n 386059   3240.0568  0.012087  -0.001640  \n 386197   3261.2485 -0.058948   0.006519  \n 386335   3272.8602  0.055408   0.003554  \n \n [2526 rows x 15 columns],\n 300290:         stkcode        date  stkclose        trdsum  dampltd        rf  \\\n 188      300290  2013-01-07     15.99  1.410068e+07   2.8876  0.000107   \n 301      300290  2013-01-08     15.81  1.860783e+07   3.0019  0.000107   \n 414      300290  2013-01-09     15.53  1.557258e+07   2.7830  0.000107   \n 527      300290  2013-01-10     15.87  1.549374e+07   3.4771  0.000107   \n 640      300290  2013-01-11     16.18  3.223805e+07   8.0655  0.000107   \n ...         ...         ...       ...           ...      ...       ...   \n 385784   300290  2023-03-27      5.61  2.804252e+08   4.2048  0.000067   \n 385922   300290  2023-03-28      5.40  1.578128e+08   3.0303  0.000067   \n 386060   300290  2023-03-29      5.36  1.048935e+08   3.1481  0.000067   \n 386198   300290  2023-03-30      5.19  1.152520e+08   3.9179  0.000067   \n 386336   300290  2023-03-31      5.33  1.189068e+08   4.8170  0.000067   \n \n         RiskPremium1      SMB1      HML1      RMW1      CMA1  YYYYmm  \\\n 188         0.003761  0.010096 -0.002014 -0.004582  0.000641  201301   \n 301        -0.006667  0.012550 -0.007672 -0.001519  0.002452  201301   \n 414        -0.001212  0.002407 -0.003288  0.001126 -0.000336  201301   \n 527         0.003885  0.002622  0.004782 -0.003027  0.000300  201301   \n 640        -0.016251 -0.004473  0.000358 -0.000219 -0.008375  201301   \n ...              ...       ...       ...       ...       ...     ...   \n 385784     -0.006374  0.002265 -0.003920 -0.000093 -0.003669  202303   \n 385922      0.000790 -0.005440  0.003884  0.000231  0.002473  202303   \n 386060     -0.002534 -0.005063 -0.004080 -0.000682 -0.001761  202303   \n 386198      0.005986 -0.012989 -0.000733  0.008088 -0.001436  202303   \n 386336      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n \n         indexclose   stkdret  indexdret  \n 188      2285.3640  0.003759   0.003670  \n 301      2276.0700 -0.011321  -0.004075  \n 414      2275.3400 -0.017869  -0.000321  \n 527      2283.6580  0.021657   0.003649  \n 640      2242.9970  0.019345  -0.017966  \n ...            ...       ...        ...  \n 385784   3251.3971  0.025272  -0.004375  \n 385922   3245.3760 -0.038152  -0.001854  \n 386060   3240.0568 -0.007435  -0.001640  \n 386198   3261.2485 -0.032230   0.006519  \n 386336   3272.8602  0.026618   0.003554  \n \n [2403 rows x 15 columns],\n 300295:         stkcode        date  stkclose        trdsum  dampltd        rf  \\\n 189      300295  2013-01-07     58.95  1.490444e+08   6.5441  0.000107   \n 302      300295  2013-01-08     59.90  1.291499e+08   6.6836  0.000107   \n 415      300295  2013-01-09     55.92  1.548196e+08   7.2955  0.000107   \n 528      300295  2013-01-10     56.98  1.216049e+08   5.9549  0.000107   \n 641      300295  2013-01-11     58.68  1.495037e+08   5.8091  0.000107   \n ...         ...         ...       ...           ...      ...       ...   \n 385785   300295  2023-03-27     11.14  8.490253e+07   4.0214  0.000067   \n 385923   300295  2023-03-28     10.91  5.504046e+07   2.6930  0.000067   \n 386061   300295  2023-03-29     10.96  8.734298e+07   5.4079  0.000067   \n 386199   300295  2023-03-30     11.14  2.293997e+08   9.4891  0.000067   \n 386337   300295  2023-03-31     11.10  1.729976e+08   5.2065  0.000067   \n \n         RiskPremium1      SMB1      HML1      RMW1      CMA1  YYYYmm  \\\n 189         0.003761  0.010096 -0.002014 -0.004582  0.000641  201301   \n 302        -0.006667  0.012550 -0.007672 -0.001519  0.002452  201301   \n 415        -0.001212  0.002407 -0.003288  0.001126 -0.000336  201301   \n 528         0.003885  0.002622  0.004782 -0.003027  0.000300  201301   \n 641        -0.016251 -0.004473  0.000358 -0.000219 -0.008375  201301   \n ...              ...       ...       ...       ...       ...     ...   \n 385785     -0.006374  0.002265 -0.003920 -0.000093 -0.003669  202303   \n 385923      0.000790 -0.005440  0.003884  0.000231  0.002473  202303   \n 386061     -0.002534 -0.005063 -0.004080 -0.000682 -0.001761  202303   \n 386199      0.005986 -0.012989 -0.000733  0.008088 -0.001436  202303   \n 386337      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n \n         indexclose   stkdret  indexdret  \n 189      2285.3640 -0.005751   0.003670  \n 302      2276.0700  0.015987  -0.004075  \n 415      2275.3400 -0.068754  -0.000321  \n 528      2283.6580  0.018778   0.003649  \n 641      2242.9970  0.029399  -0.017966  \n ...            ...       ...        ...  \n 385785   3251.3971 -0.004478  -0.004375  \n 385923   3245.3760 -0.020862  -0.001854  \n 386061   3240.0568  0.004572  -0.001640  \n 386199   3261.2485  0.016290   0.006519  \n 386337   3272.8602 -0.003597   0.003554  \n \n [2538 rows x 15 columns],\n 300297:         stkcode        date  stkclose        trdsum  dampltd        rf  \\\n 190      300297  2013-01-07     17.22  3.167912e+07   2.6627  0.000107   \n 303      300297  2013-01-08     17.24  4.469890e+07   3.5424  0.000107   \n 416      300297  2013-01-09     16.74  3.614358e+07   3.3643  0.000107   \n 529      300297  2013-01-10     17.08  2.988017e+07   3.0466  0.000107   \n 642      300297  2013-01-11     17.68  8.336119e+07   5.6206  0.000107   \n ...         ...         ...       ...           ...      ...       ...   \n 354525   300297  2022-04-21      2.21  1.126215e+08   7.1429  0.000063   \n 354667   300297  2022-04-22      2.11  5.830765e+07   5.8824  0.000063   \n 354809   300297  2022-04-25      1.96  7.415658e+07   7.1090  0.000062   \n 354951   300297  2022-04-26      1.87  4.932914e+07   8.1633  0.000062   \n 355093   300297  2022-04-27      1.99  7.661651e+07  11.7647  0.000061   \n \n         RiskPremium1      SMB1      HML1      RMW1      CMA1  YYYYmm  \\\n 190         0.003761  0.010096 -0.002014 -0.004582  0.000641  201301   \n 303        -0.006667  0.012550 -0.007672 -0.001519  0.002452  201301   \n 416        -0.001212  0.002407 -0.003288  0.001126 -0.000336  201301   \n 529         0.003885  0.002622  0.004782 -0.003027  0.000300  201301   \n 642        -0.016251 -0.004473  0.000358 -0.000219 -0.008375  201301   \n ...              ...       ...       ...       ...       ...     ...   \n 354525     -0.016462 -0.017199  0.002065  0.005562 -0.008374  202204   \n 354667      0.007378 -0.013330  0.011390  0.001052  0.001870  202204   \n 354809     -0.046321 -0.021524  0.011949  0.004015 -0.003004  202204   \n 354951     -0.013891 -0.024200  0.001593  0.010310 -0.009932  202204   \n 355093      0.020818 -0.004447 -0.013508  0.006960 -0.004059  202204   \n \n         indexclose   stkdret  indexdret  \n 190      2285.3640  0.018758   0.003670  \n 303      2276.0700  0.001161  -0.004075  \n 416      2275.3400 -0.029431  -0.000321  \n 529      2283.6580  0.020107   0.003649  \n 642      2242.9970  0.034526  -0.017966  \n ...            ...       ...        ...  \n 354525   3079.8077 -0.074108  -0.022869  \n 354667   3086.9193 -0.046305   0.002306  \n 354809   2928.5118 -0.073743  -0.052679  \n 354951   2886.4257 -0.047006  -0.014475  \n 355093   2958.2820  0.062196   0.024590  \n \n [2327 rows x 15 columns],\n 300299:         stkcode        date  stkclose        trdsum  dampltd        rf  \\\n 191      300299  2013-01-07     14.29  1.091359e+07   2.9893  0.000107   \n 304      300299  2013-01-08     15.17  3.075908e+07   7.8376  0.000107   \n 417      300299  2013-01-09     15.80  4.939443e+07   9.8879  0.000107   \n 530      300299  2013-01-10     15.95  1.730525e+07   3.7975  0.000107   \n 643      300299  2013-01-11     16.06  2.486107e+07   3.7618  0.000107   \n ...         ...         ...       ...           ...      ...       ...   \n 385786   300299  2023-03-27      8.18  8.033075e+08  10.3106  0.000067   \n 385924   300299  2023-03-28      8.07  6.391576e+08   5.0122  0.000067   \n 386062   300299  2023-03-29      7.78  6.453211e+08  12.6394  0.000067   \n 386200   300299  2023-03-30      7.66  4.058124e+08   5.1414  0.000067   \n 386338   300299  2023-03-31      8.13  5.310409e+08   9.1384  0.000067   \n \n         RiskPremium1      SMB1      HML1      RMW1      CMA1  YYYYmm  \\\n 191         0.003761  0.010096 -0.002014 -0.004582  0.000641  201301   \n 304        -0.006667  0.012550 -0.007672 -0.001519  0.002452  201301   \n 417        -0.001212  0.002407 -0.003288  0.001126 -0.000336  201301   \n 530         0.003885  0.002622  0.004782 -0.003027  0.000300  201301   \n 643        -0.016251 -0.004473  0.000358 -0.000219 -0.008375  201301   \n ...              ...       ...       ...       ...       ...     ...   \n 385786     -0.006374  0.002265 -0.003920 -0.000093 -0.003669  202303   \n 385924      0.000790 -0.005440  0.003884  0.000231  0.002473  202303   \n 386062     -0.002534 -0.005063 -0.004080 -0.000682 -0.001761  202303   \n 386200      0.005986 -0.012989 -0.000733  0.008088 -0.001436  202303   \n 386338      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n \n         indexclose   stkdret  indexdret  \n 191      2285.3640  0.016938   0.003670  \n 304      2276.0700  0.059760  -0.004075  \n 417      2275.3400  0.040690  -0.000321  \n 530      2283.6580  0.009449   0.003649  \n 643      2242.9970  0.006873  -0.017966  \n ...            ...       ...        ...  \n 385786   3251.3971  0.016020  -0.004375  \n 385924   3245.3760 -0.013539  -0.001854  \n 386062   3240.0568 -0.036597  -0.001640  \n 386200   3261.2485 -0.015544   0.006519  \n 386338   3272.8602  0.059549   0.003554  \n \n [2319 rows x 15 columns],\n 300300:         stkcode        date  stkclose        trdsum  dampltd        rf  \\\n 192      300300  2013-01-07     28.20  4.954836e+07   4.8381  0.000107   \n 305      300300  2013-01-08     28.06  4.671037e+07   3.9007  0.000107   \n 418      300300  2013-01-09     29.00  5.546245e+07   5.9515  0.000107   \n 531      300300  2013-01-10     28.72  3.666283e+07   3.0345  0.000107   \n 644      300300  2013-01-11     28.65  5.421230e+07   3.5515  0.000107   \n ...         ...         ...       ...           ...      ...       ...   \n 385787   300300  2023-03-27      5.03  1.152933e+08   3.7475  0.000067   \n 385925   300300  2023-03-28      4.93  7.082776e+07   2.7833  0.000067   \n 386063   300300  2023-03-29      4.91  6.733928e+07   2.6369  0.000067   \n 386201   300300  2023-03-30      4.77  6.792075e+07   4.2770  0.000067   \n 386339   300300  2023-03-31      4.88  6.117340e+07   4.1929  0.000067   \n \n         RiskPremium1      SMB1      HML1      RMW1      CMA1  YYYYmm  \\\n 192         0.003761  0.010096 -0.002014 -0.004582  0.000641  201301   \n 305        -0.006667  0.012550 -0.007672 -0.001519  0.002452  201301   \n 418        -0.001212  0.002407 -0.003288  0.001126 -0.000336  201301   \n 531         0.003885  0.002622  0.004782 -0.003027  0.000300  201301   \n 644        -0.016251 -0.004473  0.000358 -0.000219 -0.008375  201301   \n ...              ...       ...       ...       ...       ...     ...   \n 385787     -0.006374  0.002265 -0.003920 -0.000093 -0.003669  202303   \n 385925      0.000790 -0.005440  0.003884  0.000231  0.002473  202303   \n 386063     -0.002534 -0.005063 -0.004080 -0.000682 -0.001761  202303   \n 386201      0.005986 -0.012989 -0.000733  0.008088 -0.001436  202303   \n 386339      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n \n         indexclose   stkdret  indexdret  \n 192      2285.3640  0.025500   0.003670  \n 305      2276.0700 -0.004977  -0.004075  \n 418      2275.3400  0.032951  -0.000321  \n 531      2283.6580 -0.009702   0.003649  \n 644      2242.9970 -0.002440  -0.017966  \n ...            ...       ...        ...  \n 385787   3251.3971 -0.007921  -0.004375  \n 385925   3245.3760 -0.020081  -0.001854  \n 386063   3240.0568 -0.004065  -0.001640  \n 386201   3261.2485 -0.028928   0.006519  \n 386339   3272.8602  0.022799   0.003554  \n \n [2477 rows x 15 columns],\n 300302:         stkcode        date  stkclose        trdsum  dampltd        rf  \\\n 193      300302  2013-01-07     22.58  3.273444e+07   8.3962  0.000107   \n 306      300302  2013-01-08     22.41  2.932744e+07   4.5616  0.000107   \n 419      300302  2013-01-09     21.85  1.804498e+07   3.1236  0.000107   \n 532      300302  2013-01-10     23.59  3.447320e+07   7.9634  0.000107   \n 645      300302  2013-01-11     23.55  3.118949e+07   4.7902  0.000107   \n ...         ...         ...       ...           ...      ...       ...   \n 385788   300302  2023-03-27      9.25  2.114750e+08   4.5551  0.000067   \n 385926   300302  2023-03-28      9.12  1.566115e+08   5.5135  0.000067   \n 386064   300302  2023-03-29      9.10  1.121244e+08   3.6184  0.000067   \n 386202   300302  2023-03-30     10.92  1.090912e+09  19.7802  0.000067   \n 386340   300302  2023-03-31     10.21  9.373490e+08   5.6777  0.000067   \n \n         RiskPremium1      SMB1      HML1      RMW1      CMA1  YYYYmm  \\\n 193         0.003761  0.010096 -0.002014 -0.004582  0.000641  201301   \n 306        -0.006667  0.012550 -0.007672 -0.001519  0.002452  201301   \n 419        -0.001212  0.002407 -0.003288  0.001126 -0.000336  201301   \n 532         0.003885  0.002622  0.004782 -0.003027  0.000300  201301   \n 645        -0.016251 -0.004473  0.000358 -0.000219 -0.008375  201301   \n ...              ...       ...       ...       ...       ...     ...   \n 385788     -0.006374  0.002265 -0.003920 -0.000093 -0.003669  202303   \n 385926      0.000790 -0.005440  0.003884  0.000231  0.002473  202303   \n 386064     -0.002534 -0.005063 -0.004080 -0.000682 -0.001761  202303   \n 386202      0.005986 -0.012989 -0.000733  0.008088 -0.001436  202303   \n 386340      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n \n         indexclose   stkdret  indexdret  \n 193      2285.3640  0.063063   0.003670  \n 306      2276.0700 -0.007557  -0.004075  \n 419      2275.3400 -0.025306  -0.000321  \n 532      2283.6580  0.076622   0.003649  \n 645      2242.9970 -0.001697  -0.017966  \n ...            ...       ...        ...  \n 385788   3251.3971 -0.020332  -0.004375  \n 385926   3245.3760 -0.014154  -0.001854  \n 386064   3240.0568 -0.002195  -0.001640  \n 386202   3261.2485  0.182322   0.006519  \n 386340   3272.8602 -0.067228   0.003554  \n \n [2650 rows x 15 columns],\n 300310:         stkcode        date  stkclose        trdsum  dampltd        rf  \\\n 194      300310  2013-01-07      9.30  2.547278e+07   3.4973  0.000107   \n 307      300310  2013-01-08      9.77  7.241059e+07   8.9247  0.000107   \n 420      300310  2013-01-09     10.17  8.230897e+07  11.4637  0.000107   \n 533      300310  2013-01-10     10.66  9.337966e+07   8.3579  0.000107   \n 646      300310  2013-01-11     10.33  7.188888e+07   5.9099  0.000107   \n ...         ...         ...       ...           ...      ...       ...   \n 385789   300310  2023-03-27      4.39  1.030364e+08   3.1963  0.000067   \n 385927   300310  2023-03-28      4.30  6.565968e+07   2.7335  0.000067   \n 386065   300310  2023-03-29      4.34  8.030984e+07   3.0233  0.000067   \n 386203   300310  2023-03-30      4.20  6.931405e+07   3.2258  0.000067   \n 386341   300310  2023-03-31      4.34  8.152167e+07   4.5238  0.000067   \n \n         RiskPremium1      SMB1      HML1      RMW1      CMA1  YYYYmm  \\\n 194         0.003761  0.010096 -0.002014 -0.004582  0.000641  201301   \n 307        -0.006667  0.012550 -0.007672 -0.001519  0.002452  201301   \n 420        -0.001212  0.002407 -0.003288  0.001126 -0.000336  201301   \n 533         0.003885  0.002622  0.004782 -0.003027  0.000300  201301   \n 646        -0.016251 -0.004473  0.000358 -0.000219 -0.008375  201301   \n ...              ...       ...       ...       ...       ...     ...   \n 385789     -0.006374  0.002265 -0.003920 -0.000093 -0.003669  202303   \n 385927      0.000790 -0.005440  0.003884  0.000231  0.002473  202303   \n 386065     -0.002534 -0.005063 -0.004080 -0.000682 -0.001761  202303   \n 386203      0.005986 -0.012989 -0.000733  0.008088 -0.001436  202303   \n 386341      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n \n         indexclose   stkdret  indexdret  \n 194      2285.3640  0.016261   0.003670  \n 307      2276.0700  0.049302  -0.004075  \n 420      2275.3400  0.040126  -0.000321  \n 533      2283.6580  0.047056   0.003649  \n 646      2242.9970 -0.031446  -0.017966  \n ...            ...       ...        ...  \n 385789   3251.3971  0.002281  -0.004375  \n 385927   3245.3760 -0.020714  -0.001854  \n 386065   3240.0568  0.009259  -0.001640  \n 386203   3261.2485 -0.032790   0.006519  \n 386341   3272.8602  0.032790   0.003554  \n \n [2499 rows x 15 columns],\n 300311:         stkcode        date  stkclose        trdsum  dampltd        rf  \\\n 195      300311  2013-01-07     15.28  1.915051e+07   2.9236  0.000107   \n 308      300311  2013-01-08     15.45  3.167741e+07   4.5812  0.000107   \n 421      300311  2013-01-09     15.13  2.236484e+07   3.0421  0.000107   \n 534      300311  2013-01-10     15.14  1.460788e+07   2.3133  0.000107   \n 647      300311  2013-01-11     15.69  5.803877e+07   8.2563  0.000107   \n ...         ...         ...       ...           ...      ...       ...   \n 385790   300311  2023-03-27      8.05  4.402649e+08   4.1457  0.000067   \n 385928   300311  2023-03-28      8.23  8.445371e+08  10.1863  0.000067   \n 386066   300311  2023-03-29      7.96  5.685753e+08   5.2248  0.000067   \n 386204   300311  2023-03-30      7.81  3.324612e+08   4.2714  0.000067   \n 386342   300311  2023-03-31      7.92  2.698193e+08   3.8412  0.000067   \n \n         RiskPremium1      SMB1      HML1      RMW1      CMA1  YYYYmm  \\\n 195         0.003761  0.010096 -0.002014 -0.004582  0.000641  201301   \n 308        -0.006667  0.012550 -0.007672 -0.001519  0.002452  201301   \n 421        -0.001212  0.002407 -0.003288  0.001126 -0.000336  201301   \n 534         0.003885  0.002622  0.004782 -0.003027  0.000300  201301   \n 647        -0.016251 -0.004473  0.000358 -0.000219 -0.008375  201301   \n ...              ...       ...       ...       ...       ...     ...   \n 385790     -0.006374  0.002265 -0.003920 -0.000093 -0.003669  202303   \n 385928      0.000790 -0.005440  0.003884  0.000231  0.002473  202303   \n 386066     -0.002534 -0.005063 -0.004080 -0.000682 -0.001761  202303   \n 386204      0.005986 -0.012989 -0.000733  0.008088 -0.001436  202303   \n 386342      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n \n         indexclose   stkdret  indexdret  \n 195      2285.3640  0.015167   0.003670  \n 308      2276.0700  0.011064  -0.004075  \n 421      2275.3400 -0.020929  -0.000321  \n 534      2283.6580  0.000661   0.003649  \n 647      2242.9970  0.035683  -0.017966  \n ...            ...       ...        ...  \n 385790   3251.3971  0.011243  -0.004375  \n 385928   3245.3760  0.022114  -0.001854  \n 386066   3240.0568 -0.033357  -0.001640  \n 386204   3261.2485 -0.019024   0.006519  \n 386342   3272.8602  0.013986   0.003554  \n \n [2497 rows x 15 columns],\n 300312:         stkcode        date  stkclose       trdsum  dampltd        rf  \\\n 196      300312  2013-01-07     17.90  30767279.40   4.1810  0.000107   \n 309      300312  2013-01-08     18.14  52907581.60   5.6983  0.000107   \n 422      300312  2013-01-09     17.87  52444291.05   6.4498  0.000107   \n 535      300312  2013-01-10     17.76  29968715.23   4.4208  0.000107   \n 648      300312  2013-01-11     18.29  70329139.89   5.0113  0.000107   \n ...         ...         ...       ...          ...      ...       ...   \n 360502   300312  2022-06-27      0.35   2866704.24   5.7143  0.000055   \n 360642   300312  2022-06-28      0.35   2320121.50   2.8571  0.000055   \n 360782   300312  2022-06-29      0.33   3429476.66   5.7143  0.000055   \n 360922   300312  2022-06-30      0.33   5226429.28   9.0909  0.000055   \n 361062   300312  2022-07-01      0.30  10876985.38  15.1515  0.000055   \n \n         RiskPremium1      SMB1      HML1      RMW1      CMA1  YYYYmm  \\\n 196         0.003761  0.010096 -0.002014 -0.004582  0.000641  201301   \n 309        -0.006667  0.012550 -0.007672 -0.001519  0.002452  201301   \n 422        -0.001212  0.002407 -0.003288  0.001126 -0.000336  201301   \n 535         0.003885  0.002622  0.004782 -0.003027  0.000300  201301   \n 648        -0.016251 -0.004473  0.000358 -0.000219 -0.008375  201301   \n ...              ...       ...       ...       ...       ...     ...   \n 360502      0.008619 -0.001737 -0.005880  0.003050  0.000179  202206   \n 360642      0.008683  0.002908 -0.002756 -0.001768  0.004125  202206   \n 360782     -0.011007 -0.008222  0.009942  0.002752 -0.003304  202206   \n 360922      0.010109 -0.005205 -0.010219  0.001436 -0.003297  202206   \n 361062     -0.002602  0.002861  0.000206  0.002798  0.001232  202207   \n \n         indexclose   stkdret  indexdret  \n 196      2285.3640  0.024888   0.003670  \n 309      2276.0700  0.013319  -0.004075  \n 422      2275.3400 -0.014996  -0.000321  \n 535      2283.6580 -0.006175   0.003649  \n 648      2242.9970  0.029406  -0.017966  \n ...            ...       ...        ...  \n 360502   3379.1852  0.000000   0.008750  \n 360642   3409.2103  0.000000   0.008846  \n 360782   3361.5177 -0.058841  -0.014088  \n 360922   3398.6161  0.000000   0.010976  \n 361062   3387.6373 -0.095310  -0.003236  \n \n [1840 rows x 15 columns],\n 300315:         stkcode        date  stkclose        trdsum  dampltd        rf  \\\n 2683     300315  2013-02-06     27.67  2.425275e+05   0.0000  0.000107   \n 2796     300315  2013-02-07     30.44  7.069294e+06   0.0000  0.000107   \n 2909     300315  2013-02-08     33.48  2.078527e+08   3.6794  0.000107   \n 3022     300315  2013-02-18     33.20  1.155181e+08   3.8829  0.000106   \n 3135     300315  2013-02-19     33.58  9.151941e+07   5.2711  0.000106   \n ...         ...         ...       ...           ...      ...       ...   \n 385791   300315  2023-03-27      4.22  4.425687e+08   4.2755  0.000067   \n 385929   300315  2023-03-28      4.19  3.440830e+08   4.0284  0.000067   \n 386067   300315  2023-03-29      4.17  3.124563e+08   2.3866  0.000067   \n 386205   300315  2023-03-30      4.10  3.002037e+08   3.1175  0.000067   \n 386343   300315  2023-03-31      4.32  4.774464e+08   6.8293  0.000067   \n \n         RiskPremium1      SMB1      HML1      RMW1      CMA1  YYYYmm  \\\n 2683        0.000628  0.004607 -0.002198 -0.003860  0.001619  201302   \n 2796       -0.008720  0.003589 -0.005819 -0.001831  0.008038  201302   \n 2909        0.005547  0.003755 -0.001721  0.003199  0.000454  201302   \n 3022       -0.005368  0.014338  0.003640 -0.004135  0.001124  201302   \n 3135       -0.015035  0.000480 -0.000049 -0.006652  0.001720  201302   \n ...              ...       ...       ...       ...       ...     ...   \n 385791     -0.006374  0.002265 -0.003920 -0.000093 -0.003669  202303   \n 385929      0.000790 -0.005440  0.003884  0.000231  0.002473  202303   \n 386067     -0.002534 -0.005063 -0.004080 -0.000682 -0.001761  202303   \n 386205      0.005986 -0.012989 -0.000733  0.008088 -0.001436  202303   \n 386343      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n \n         indexclose   stkdret  indexdret  \n 2683     2434.4770  0.095491   0.000553  \n 2796     2418.5300  0.095409  -0.006572  \n 2909     2432.4020  0.095191   0.005719  \n 3022     2421.5580 -0.008398  -0.004468  \n 3135     2382.9140  0.011381  -0.016087  \n ...            ...       ...        ...  \n 385791   3251.3971  0.002372  -0.004375  \n 385929   3245.3760 -0.007134  -0.001854  \n 386067   3240.0568 -0.004785  -0.001640  \n 386205   3261.2485 -0.016929   0.006519  \n 386343   3272.8602  0.052268   0.003554  \n \n [2266 rows x 15 columns],\n 300324:         stkcode        date  stkclose        trdsum  dampltd        rf  \\\n 198      300324  2013-01-07     35.66  5.355096e+07   8.1826  0.000107   \n 311      300324  2013-01-08     35.42  4.084699e+07   4.2905  0.000107   \n 424      300324  2013-01-09     33.97  3.367304e+07   4.4325  0.000107   \n 537      300324  2013-01-10     35.02  3.618594e+07   5.5637  0.000107   \n 650      300324  2013-01-11     36.40  6.959533e+07   7.2816  0.000107   \n ...         ...         ...       ...           ...      ...       ...   \n 385792   300324  2023-03-27      3.45  1.869549e+08   3.4884  0.000067   \n 385930   300324  2023-03-28      3.36  1.430807e+08   2.6087  0.000067   \n 386068   300324  2023-03-29      3.36  1.404552e+08   2.9762  0.000067   \n 386206   300324  2023-03-30      3.29  1.156870e+08   2.9762  0.000067   \n 386344   300324  2023-03-31      3.37  1.438218e+08   4.8632  0.000067   \n \n         RiskPremium1      SMB1      HML1      RMW1      CMA1  YYYYmm  \\\n 198         0.003761  0.010096 -0.002014 -0.004582  0.000641  201301   \n 311        -0.006667  0.012550 -0.007672 -0.001519  0.002452  201301   \n 424        -0.001212  0.002407 -0.003288  0.001126 -0.000336  201301   \n 537         0.003885  0.002622  0.004782 -0.003027  0.000300  201301   \n 650        -0.016251 -0.004473  0.000358 -0.000219 -0.008375  201301   \n ...              ...       ...       ...       ...       ...     ...   \n 385792     -0.006374  0.002265 -0.003920 -0.000093 -0.003669  202303   \n 385930      0.000790 -0.005440  0.003884  0.000231  0.002473  202303   \n 386068     -0.002534 -0.005063 -0.004080 -0.000682 -0.001761  202303   \n 386206      0.005986 -0.012989 -0.000733  0.008088 -0.001436  202303   \n 386344      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n \n         indexclose   stkdret  indexdret  \n 198      2285.3640  0.055642   0.003670  \n 311      2276.0700 -0.006753  -0.004075  \n 424      2275.3400 -0.041799  -0.000321  \n 537      2283.6580  0.030442   0.003649  \n 650      2242.9970  0.038649  -0.017966  \n ...            ...       ...        ...  \n 385792   3251.3971  0.002903  -0.004375  \n 385930   3245.3760 -0.026433  -0.001854  \n 386068   3240.0568  0.000000  -0.001640  \n 386206   3261.2485 -0.021053   0.006519  \n 386344   3272.8602  0.024025   0.003554  \n \n [2282 rows x 15 columns],\n 300330:         stkcode        date  stkclose       trdsum  dampltd        rf  \\\n 199      300330  2013-01-07     14.25  24103133.82   3.2810  0.000107   \n 312      300330  2013-01-08     14.11  28381323.67   3.0877  0.000107   \n 425      300330  2013-01-09     13.76  24802555.23   4.6775  0.000107   \n 538      300330  2013-01-10     13.79  19202334.96   2.1076  0.000107   \n 651      300330  2013-01-11     13.96  42068649.39   3.8434  0.000107   \n ...         ...         ...       ...          ...      ...       ...   \n 363845   300330  2022-07-29      9.39  27361940.00   2.5614  0.000051   \n 363984   300330  2022-08-01      9.39  26893827.00   2.3429  0.000050   \n 364123   300330  2022-08-02      8.96  29821153.00   6.1768  0.000049   \n 364262   300330  2022-08-03      9.04  30188837.65   4.4643  0.000048   \n 364401   300330  2022-08-04      9.47  47239002.36   5.5310  0.000047   \n \n         RiskPremium1      SMB1      HML1      RMW1      CMA1  YYYYmm  \\\n 199         0.003761  0.010096 -0.002014 -0.004582  0.000641  201301   \n 312        -0.006667  0.012550 -0.007672 -0.001519  0.002452  201301   \n 425        -0.001212  0.002407 -0.003288  0.001126 -0.000336  201301   \n 538         0.003885  0.002622  0.004782 -0.003027  0.000300  201301   \n 651        -0.016251 -0.004473  0.000358 -0.000219 -0.008375  201301   \n ...              ...       ...       ...       ...       ...     ...   \n 363845     -0.008687  0.006223  0.002262 -0.000595  0.000949  202207   \n 363984      0.001369 -0.000292 -0.005239  0.000096 -0.003847  202208   \n 364123     -0.021983 -0.020929 -0.001080  0.000652  0.001227  202208   \n 364262     -0.008300  0.000561 -0.003961 -0.001973 -0.000202  202208   \n 364401      0.008242  0.008026 -0.000986 -0.003941  0.000403  202208   \n \n         indexclose   stkdret  indexdret  \n 199      2285.3640  0.016272   0.003670  \n 312      2276.0700 -0.009873  -0.004075  \n 425      2275.3400 -0.025118  -0.000321  \n 538      2283.6580  0.002178   0.003649  \n 651      2242.9970  0.012252  -0.017966  \n ...            ...       ...        ...  \n 363845   3253.2382  0.002132  -0.008978  \n 363984   3259.9585  0.000000   0.002064  \n 364123   3186.2664 -0.046875  -0.022865  \n 364262   3163.6741  0.008889  -0.007116  \n 364401   3189.0391  0.046470   0.007986  \n \n [2410 rows x 15 columns],\n 300333:         stkcode        date  stkclose        trdsum  dampltd        rf  \\\n 200      300333  2013-01-07     19.92  5.770212e+07   3.6866  0.000107   \n 313      300333  2013-01-08     20.03  7.911023e+07   3.7149  0.000107   \n 426      300333  2013-01-09     19.13  7.155541e+07   5.1423  0.000107   \n 539      300333  2013-01-10     18.81  5.899602e+07   4.6524  0.000107   \n 652      300333  2013-01-11     19.68  1.235574e+08   6.3796  0.000107   \n ...         ...         ...       ...           ...      ...       ...   \n 385793   300333  2023-03-27      7.22  9.578119e+07   3.7190  0.000067   \n 385931   300333  2023-03-28      7.09  5.520051e+07   2.4931  0.000067   \n 386069   300333  2023-03-29      7.12  6.242658e+07   3.1030  0.000067   \n 386207   300333  2023-03-30      7.05  5.599630e+07   3.0899  0.000067   \n 386345   300333  2023-03-31      7.19  7.434370e+07   4.2553  0.000067   \n \n         RiskPremium1      SMB1      HML1      RMW1      CMA1  YYYYmm  \\\n 200         0.003761  0.010096 -0.002014 -0.004582  0.000641  201301   \n 313        -0.006667  0.012550 -0.007672 -0.001519  0.002452  201301   \n 426        -0.001212  0.002407 -0.003288  0.001126 -0.000336  201301   \n 539         0.003885  0.002622  0.004782 -0.003027  0.000300  201301   \n 652        -0.016251 -0.004473  0.000358 -0.000219 -0.008375  201301   \n ...              ...       ...       ...       ...       ...     ...   \n 385793     -0.006374  0.002265 -0.003920 -0.000093 -0.003669  202303   \n 385931      0.000790 -0.005440  0.003884  0.000231  0.002473  202303   \n 386069     -0.002534 -0.005063 -0.004080 -0.000682 -0.001761  202303   \n 386207      0.005986 -0.012989 -0.000733  0.008088 -0.001436  202303   \n 386345      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n \n         indexclose   stkdret  indexdret  \n 200      2285.3640  0.019773   0.003670  \n 313      2276.0700  0.005507  -0.004075  \n 426      2275.3400 -0.045973  -0.000321  \n 539      2283.6580 -0.016869   0.003649  \n 652      2242.9970  0.045214  -0.017966  \n ...            ...       ...        ...  \n 385793   3251.3971 -0.005525  -0.004375  \n 385931   3245.3760 -0.018170  -0.001854  \n 386069   3240.0568  0.004222  -0.001640  \n 386207   3261.2485 -0.009880   0.006519  \n 386345   3272.8602  0.019664   0.003554  \n \n [2615 rows x 15 columns],\n 300339:         stkcode        date  stkclose        trdsum  dampltd        rf  \\\n 201      300339  2013-01-07     28.07  2.708387e+07   2.8653  0.000107   \n 314      300339  2013-01-08     28.69  3.958185e+07   7.0538  0.000107   \n 427      300339  2013-01-09     27.45  3.494349e+07   5.1934  0.000107   \n 540      300339  2013-01-10     27.48  1.739681e+07   3.0601  0.000107   \n 653      300339  2013-01-11     30.23  4.213125e+07   0.0000  0.000107   \n ...         ...         ...       ...           ...      ...       ...   \n 385794   300339  2023-03-27     27.34  4.517960e+09   7.4717  0.000067   \n 385932   300339  2023-03-28     26.35  3.154005e+09   6.5838  0.000067   \n 386070   300339  2023-03-29     25.56  2.415518e+09   4.7438  0.000067   \n 386208   300339  2023-03-30     25.12  1.347498e+09   3.4429  0.000067   \n 386346   300339  2023-03-31     26.05  1.575980e+09   4.8169  0.000067   \n \n         RiskPremium1      SMB1      HML1      RMW1      CMA1  YYYYmm  \\\n 201         0.003761  0.010096 -0.002014 -0.004582  0.000641  201301   \n 314        -0.006667  0.012550 -0.007672 -0.001519  0.002452  201301   \n 427        -0.001212  0.002407 -0.003288  0.001126 -0.000336  201301   \n 540         0.003885  0.002622  0.004782 -0.003027  0.000300  201301   \n 653        -0.016251 -0.004473  0.000358 -0.000219 -0.008375  201301   \n ...              ...       ...       ...       ...       ...     ...   \n 385794     -0.006374  0.002265 -0.003920 -0.000093 -0.003669  202303   \n 385932      0.000790 -0.005440  0.003884  0.000231  0.002473  202303   \n 386070     -0.002534 -0.005063 -0.004080 -0.000682 -0.001761  202303   \n 386208      0.005986 -0.012989 -0.000733  0.008088 -0.001436  202303   \n 386346      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n \n         indexclose   stkdret  indexdret  \n 201      2285.3640  0.005358   0.003670  \n 314      2276.0700  0.021847  -0.004075  \n 427      2275.3400 -0.044182  -0.000321  \n 540      2283.6580  0.001092   0.003649  \n 653      2242.9970  0.095376  -0.017966  \n ...            ...       ...        ...  \n 385794   3251.3971  0.031206  -0.004375  \n 385932   3245.3760 -0.036883  -0.001854  \n 386070   3240.0568 -0.030440  -0.001640  \n 386208   3261.2485 -0.017364   0.006519  \n 386346   3272.8602  0.036353   0.003554  \n \n [2450 rows x 15 columns],\n 300348:         stkcode        date  stkclose        trdsum  dampltd        rf  \\\n 202      300348  2013-01-07     32.58  1.328725e+08   6.0690  0.000107   \n 315      300348  2013-01-08     32.52  1.543223e+08  10.1289  0.000107   \n 428      300348  2013-01-09     31.00  1.190572e+08   4.4280  0.000107   \n 541      300348  2013-01-10     31.12  7.834729e+07   3.6129  0.000107   \n 654      300348  2013-01-11     31.70  1.477559e+08   7.8728  0.000107   \n ...         ...         ...       ...           ...      ...       ...   \n 385795   300348  2023-03-27     13.40  8.186350e+08   6.7849  0.000067   \n 385933   300348  2023-03-28     12.95  4.570710e+08   3.4328  0.000067   \n 386071   300348  2023-03-29     12.86  4.472512e+08   2.4710  0.000067   \n 386209   300348  2023-03-30     12.70  3.209319e+08   3.1104  0.000067   \n 386347   300348  2023-03-31     13.17  4.361929e+08   6.2205  0.000067   \n \n         RiskPremium1      SMB1      HML1      RMW1      CMA1  YYYYmm  \\\n 202         0.003761  0.010096 -0.002014 -0.004582  0.000641  201301   \n 315        -0.006667  0.012550 -0.007672 -0.001519  0.002452  201301   \n 428        -0.001212  0.002407 -0.003288  0.001126 -0.000336  201301   \n 541         0.003885  0.002622  0.004782 -0.003027  0.000300  201301   \n 654        -0.016251 -0.004473  0.000358 -0.000219 -0.008375  201301   \n ...              ...       ...       ...       ...       ...     ...   \n 385795     -0.006374  0.002265 -0.003920 -0.000093 -0.003669  202303   \n 385933      0.000790 -0.005440  0.003884  0.000231  0.002473  202303   \n 386071     -0.002534 -0.005063 -0.004080 -0.000682 -0.001761  202303   \n 386209      0.005986 -0.012989 -0.000733  0.008088 -0.001436  202303   \n 386347      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n \n         indexclose   stkdret  indexdret  \n 202      2285.3640  0.003690   0.003670  \n 315      2276.0700 -0.001843  -0.004075  \n 428      2275.3400 -0.047868  -0.000321  \n 541      2283.6580  0.003863   0.003649  \n 654      2242.9970  0.018466  -0.017966  \n ...            ...       ...        ...  \n 385795   3251.3971  0.032616  -0.004375  \n 385933   3245.3760 -0.034159  -0.001854  \n 386071   3240.0568 -0.006974  -0.001640  \n 386209   3261.2485 -0.012520   0.006519  \n 386347   3272.8602  0.036340   0.003554  \n \n [2402 rows x 15 columns],\n 300349:         stkcode        date  stkclose       trdsum  dampltd        rf  \\\n 179136   300349  2018-07-03     19.16  47855156.83   4.9973  0.000109   \n 179283   300349  2018-07-04     19.00  37001977.10   2.6096  0.000107   \n 179430   300349  2018-07-05     18.13  29247882.92   5.0526  0.000105   \n 179577   300349  2018-07-06     18.30  33955088.34   3.8058  0.000102   \n 179724   300349  2018-07-09     19.02  44210019.54   3.7158  0.000101   \n ...         ...         ...       ...          ...      ...       ...   \n 385796   300349  2023-03-27     12.54  76836392.24   3.6519  0.000067   \n 385934   300349  2023-03-28     12.27  37964863.54   2.4721  0.000067   \n 386072   300349  2023-03-29     12.44  40765594.95   3.3415  0.000067   \n 386210   300349  2023-03-30     12.08  46691286.80   4.2605  0.000067   \n 386348   300349  2023-03-31     12.18  27884603.38   1.6556  0.000067   \n \n         RiskPremium1      SMB1      HML1      RMW1      CMA1  YYYYmm  \\\n 179136      0.004276  0.012327  0.002508 -0.005535  0.001363  201807   \n 179283     -0.007164 -0.009074  0.003477  0.000163  0.003963  201807   \n 179430     -0.004707 -0.021352  0.004682  0.002555  0.003773  201807   \n 179577      0.005524 -0.001820 -0.001224  0.000225 -0.001017  201807   \n 179724      0.028405 -0.006808  0.002783  0.005306 -0.002450  201807   \n ...              ...       ...       ...       ...       ...     ...   \n 385796     -0.006374  0.002265 -0.003920 -0.000093 -0.003669  202303   \n 385934      0.000790 -0.005440  0.003884  0.000231  0.002473  202303   \n 386072     -0.002534 -0.005063 -0.004080 -0.000682 -0.001761  202303   \n 386210      0.005986 -0.012989 -0.000733  0.008088 -0.001436  202303   \n 386348      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n \n         indexclose   stkdret  indexdret  \n 179136   2786.8878  0.018436   0.004074  \n 179283   2759.1260 -0.008386  -0.010012  \n 179430   2733.8819 -0.046871  -0.009191  \n 179577   2747.2285  0.009333   0.004870  \n 179724   2815.1095  0.038590   0.024409  \n ...            ...       ...        ...  \n 385796   3251.3971 -0.025975  -0.004375  \n 385934   3245.3760 -0.021766  -0.001854  \n 386072   3240.0568  0.013760  -0.001640  \n 386210   3261.2485 -0.029366   0.006519  \n 386348   3272.8602  0.008244   0.003554  \n \n [1242 rows x 15 columns],\n 300352:         stkcode        date  stkclose        trdsum  dampltd        rf  \\\n 203      300352  2013-01-07     34.98  9.738868e+07  11.8553  0.000107   \n 316      300352  2013-01-08     34.26  8.598522e+07   3.9165  0.000107   \n 429      300352  2013-01-09     34.30  5.688089e+07   6.8593  0.000107   \n 542      300352  2013-01-10     34.04  3.257606e+07   4.0233  0.000107   \n 655      300352  2013-01-11     35.35  8.398017e+07   4.7885  0.000107   \n ...         ...         ...       ...           ...      ...       ...   \n 385797   300352  2023-03-27      5.78  6.254913e+08   3.8801  0.000067   \n 385935   300352  2023-03-28      5.66  5.637242e+08   5.0173  0.000067   \n 386073   300352  2023-03-29      5.68  4.660599e+08   5.8304  0.000067   \n 386211   300352  2023-03-30      5.41  4.071872e+08   4.9296  0.000067   \n 386349   300352  2023-03-31      5.57  3.125008e+08   5.1756  0.000067   \n \n         RiskPremium1      SMB1      HML1      RMW1      CMA1  YYYYmm  \\\n 203         0.003761  0.010096 -0.002014 -0.004582  0.000641  201301   \n 316        -0.006667  0.012550 -0.007672 -0.001519  0.002452  201301   \n 429        -0.001212  0.002407 -0.003288  0.001126 -0.000336  201301   \n 542         0.003885  0.002622  0.004782 -0.003027  0.000300  201301   \n 655        -0.016251 -0.004473  0.000358 -0.000219 -0.008375  201301   \n ...              ...       ...       ...       ...       ...     ...   \n 385797     -0.006374  0.002265 -0.003920 -0.000093 -0.003669  202303   \n 385935      0.000790 -0.005440  0.003884  0.000231  0.002473  202303   \n 386073     -0.002534 -0.005063 -0.004080 -0.000682 -0.001761  202303   \n 386211      0.005986 -0.012989 -0.000733  0.008088 -0.001436  202303   \n 386349      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n \n         indexclose   stkdret  indexdret  \n 203      2285.3640  0.095310   0.003670  \n 316      2276.0700 -0.020798  -0.004075  \n 429      2275.3400  0.001167  -0.000321  \n 542      2283.6580 -0.007609   0.003649  \n 655      2242.9970  0.037762  -0.017966  \n ...            ...       ...        ...  \n 385797   3251.3971  0.019215  -0.004375  \n 385935   3245.3760 -0.020980  -0.001854  \n 386073   3240.0568  0.003527  -0.001640  \n 386211   3261.2485 -0.048702   0.006519  \n 386349   3272.8602  0.029146   0.003554  \n \n [2445 rows x 15 columns],\n 300359:         stkcode        date  stkclose        trdsum  dampltd        rf  \\\n 28681    300359  2014-01-23     48.75  3.379354e+08   6.9142  0.000153   \n 28795    300359  2014-01-24     53.63  1.713448e+08   7.2410  0.000153   \n 28910    300359  2014-01-27     54.44  3.416279e+08  10.7403  0.000153   \n 29025    300359  2014-01-28     57.50  2.858350e+08   9.4783  0.000153   \n 29143    300359  2014-01-29     53.75  2.612705e+08   6.8522  0.000153   \n ...         ...         ...       ...           ...      ...       ...   \n 385798   300359  2023-03-27      7.34  1.532094e+08   2.8340  0.000067   \n 385936   300359  2023-03-28      7.18  1.243494e+08   2.7248  0.000067   \n 386074   300359  2023-03-29      7.14  1.033663e+08   2.6462  0.000067   \n 386212   300359  2023-03-30      7.01  1.214975e+08   2.8011  0.000067   \n 386350   300359  2023-03-31      7.36  2.099092e+08   5.8488  0.000067   \n \n         RiskPremium1      SMB1      HML1      RMW1      CMA1  YYYYmm  \\\n 28681      -0.006178  0.006650 -0.003409 -0.002933  0.003065  201401   \n 28795       0.004840  0.008616 -0.002447  0.000514  0.002356  201401   \n 28910      -0.010680  0.007270  0.000769 -0.000984  0.000858  201401   \n 29025       0.002975 -0.001497  0.004196  0.001061 -0.001204  201401   \n 29143       0.005586  0.002377  0.002465 -0.003735  0.001197  201401   \n ...              ...       ...       ...       ...       ...     ...   \n 385798     -0.006374  0.002265 -0.003920 -0.000093 -0.003669  202303   \n 385936      0.000790 -0.005440  0.003884  0.000231  0.002473  202303   \n 386074     -0.002534 -0.005063 -0.004080 -0.000682 -0.001761  202303   \n 386212      0.005986 -0.012989 -0.000733  0.008088 -0.001436  202303   \n 386350      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n \n         indexclose   stkdret  indexdret  \n 28681    2042.1800  0.000205  -0.004675  \n 28795    2054.3920  0.095403   0.005962  \n 28910    2033.3000  0.014991  -0.010320  \n 29025    2038.5130  0.054686   0.002561  \n 29143    2049.9140 -0.067441   0.005577  \n ...            ...       ...        ...  \n 385798   3251.3971 -0.009492  -0.004375  \n 385936   3245.3760 -0.022039  -0.001854  \n 386074   3240.0568 -0.005587  -0.001640  \n 386212   3261.2485 -0.018375   0.006519  \n 386350   3272.8602  0.048722   0.003554  \n \n [2066 rows x 15 columns],\n 300365:         stkcode        date  stkclose        trdsum  dampltd        rf  \\\n 28911    300365  2014-01-27     58.88  2.738763e+08   7.7866  0.000153   \n 29026    300365  2014-01-28     57.30  1.658819e+08   8.3899  0.000153   \n 29144    300365  2014-01-29     56.09  1.071697e+08   2.4258  0.000153   \n 29264    300365  2014-01-30     52.90  1.132476e+08   6.3291  0.000153   \n 29386    300365  2014-02-07     54.76  7.153026e+07   5.8790  0.000153   \n ...         ...         ...       ...           ...      ...       ...   \n 385799   300365  2023-03-27      8.76  1.932874e+08   4.0840  0.000067   \n 385937   300365  2023-03-28      8.49  1.279830e+08   3.1963  0.000067   \n 386075   300365  2023-03-29      8.50  7.856029e+07   2.0024  0.000067   \n 386213   300365  2023-03-30      8.40  1.345171e+08   4.5882  0.000067   \n 386351   300365  2023-03-31      8.62  1.217015e+08   5.2381  0.000067   \n \n         RiskPremium1      SMB1      HML1      RMW1      CMA1  YYYYmm  \\\n 28911      -0.010680  0.007270  0.000769 -0.000984  0.000858  201401   \n 29026       0.002975 -0.001497  0.004196  0.001061 -0.001204  201401   \n 29144       0.005586  0.002377  0.002465 -0.003735  0.001197  201401   \n 29264      -0.008177  0.004555  0.000768 -0.002039  0.001219  201401   \n 29386       0.003443  0.009808 -0.003071 -0.006884  0.003933  201402   \n ...              ...       ...       ...       ...       ...     ...   \n 385799     -0.006374  0.002265 -0.003920 -0.000093 -0.003669  202303   \n 385937      0.000790 -0.005440  0.003884  0.000231  0.002473  202303   \n 386075     -0.002534 -0.005063 -0.004080 -0.000682 -0.001761  202303   \n 386213      0.005986 -0.012989 -0.000733  0.008088 -0.001436  202303   \n 386351      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n \n         indexclose   stkdret  indexdret  \n 28911    2033.3000 -0.102571  -0.010320  \n 29026    2038.5130 -0.027201   0.002561  \n 29144    2049.9140 -0.021343   0.005577  \n 29264    2033.0830 -0.058554  -0.008244  \n 29386    2044.4970  0.034557   0.005598  \n ...            ...       ...        ...  \n 385799   3251.3971  0.021928  -0.004375  \n 385937   3245.3760 -0.031307  -0.001854  \n 386075   3240.0568  0.001177  -0.001640  \n 386213   3261.2485 -0.011834   0.006519  \n 386351   3272.8602  0.025853   0.003554  \n \n [2171 rows x 15 columns],\n 300366:         stkcode        date  stkclose        trdsum  dampltd        rf  \\\n 29145    300366  2014-01-29     31.56  2.674132e+07   0.0000  0.000153   \n 29265    300366  2014-01-30     33.90  2.229942e+08  17.1103  0.000153   \n 29631    300366  2014-02-11     37.29  3.122187e+07   0.0000  0.000153   \n 29753    300366  2014-02-12     41.02  2.297255e+08   6.7578  0.000153   \n 29875    300366  2014-02-13     44.99  3.159399e+08   9.9707  0.000154   \n ...         ...         ...       ...           ...      ...       ...   \n 385800   300366  2023-03-27     13.50  1.100333e+09   3.9544  0.000067   \n 385938   300366  2023-03-28     13.00  6.622413e+08   4.4444  0.000067   \n 386076   300366  2023-03-29     12.48  5.445129e+08   4.8462  0.000067   \n 386214   300366  2023-03-30     12.23  3.904727e+08   4.1667  0.000067   \n 386352   300366  2023-03-31     12.37  4.110457e+08   2.9436  0.000067   \n \n         RiskPremium1      SMB1      HML1      RMW1      CMA1  YYYYmm  \\\n 29145       0.005586  0.002377  0.002465 -0.003735  0.001197  201401   \n 29265      -0.008177  0.004555  0.000768 -0.002039  0.001219  201401   \n 29631       0.009826 -0.003386 -0.000135  0.000008  0.002970  201402   \n 29753       0.001902  0.010043 -0.002638 -0.002568  0.004625  201402   \n 29875      -0.003410 -0.005504  0.002523  0.003192  0.002497  201402   \n ...              ...       ...       ...       ...       ...     ...   \n 385800     -0.006374  0.002265 -0.003920 -0.000093 -0.003669  202303   \n 385938      0.000790 -0.005440  0.003884  0.000231  0.002473  202303   \n 386076     -0.002534 -0.005063 -0.004080 -0.000682 -0.001761  202303   \n 386214      0.005986 -0.012989 -0.000733  0.008088 -0.001436  202303   \n 386352      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n \n         indexclose   stkdret  indexdret  \n 29145    2049.9140  0.095342   0.005577  \n 29265    2033.0830  0.071525  -0.008244  \n 29631    2103.6710  0.095310   0.034131  \n 29753    2109.9550  0.095335   0.002983  \n 29875    2098.4010  0.092380  -0.005491  \n ...            ...       ...        ...  \n 385800   3251.3971  0.026268  -0.004375  \n 385938   3245.3760 -0.037740  -0.001854  \n 386076   3240.0568 -0.040822  -0.001640  \n 386214   3261.2485 -0.020235   0.006519  \n 386352   3272.8602  0.011382   0.003554  \n \n [2045 rows x 15 columns],\n 300369:         stkcode        date  stkclose        trdsum  dampltd        rf  \\\n 29388    300369  2014-02-07     71.43  3.794457e+08   8.3616  0.000153   \n 29510    300369  2014-02-10     78.57  1.031300e+08   0.0980  0.000154   \n 29754    300369  2014-02-12     86.43  2.449876e+07   0.0000  0.000153   \n 29876    300369  2014-02-13     93.89  8.244434e+08   5.7387  0.000154   \n 30242    300369  2014-02-18     97.60  6.489796e+08   7.1147  0.000153   \n ...         ...         ...       ...           ...      ...       ...   \n 385801   300369  2023-03-27     14.36  5.934476e+08   6.2319  0.000067   \n 385939   300369  2023-03-28     14.48  6.934030e+08   7.6602  0.000067   \n 386077   300369  2023-03-29     13.87  5.065348e+08   5.3177  0.000067   \n 386215   300369  2023-03-30     13.92  3.961523e+08   4.1096  0.000067   \n 386353   300369  2023-03-31     13.90  4.162937e+08   4.6695  0.000067   \n \n         RiskPremium1      SMB1      HML1      RMW1      CMA1  YYYYmm  \\\n 29388       0.003443  0.009808 -0.003071 -0.006884  0.003933  201402   \n 29510       0.018259  0.007916 -0.005285 -0.004176  0.003236  201402   \n 29754       0.001902  0.010043 -0.002638 -0.002568  0.004625  201402   \n 29876      -0.003410 -0.005504  0.002523  0.003192  0.002497  201402   \n 30242      -0.009050  0.008418  0.002045 -0.005512  0.001225  201402   \n ...              ...       ...       ...       ...       ...     ...   \n 385801     -0.006374  0.002265 -0.003920 -0.000093 -0.003669  202303   \n 385939      0.000790 -0.005440  0.003884  0.000231  0.002473  202303   \n 386077     -0.002534 -0.005063 -0.004080 -0.000682 -0.001761  202303   \n 386215      0.005986 -0.012989 -0.000733  0.008088 -0.001436  202303   \n 386353      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n \n         indexclose   stkdret  indexdret  \n 29388    2044.4970  0.095254   0.005598  \n 29510    2086.0670  0.095272   0.020129  \n 29754    2109.9550  0.095345   0.011386  \n 29876    2098.4010  0.082789  -0.005491  \n 30242    2119.0660  0.038754   0.009800  \n ...            ...       ...        ...  \n 385801   3251.3971  0.039778  -0.004375  \n 385939   3245.3760  0.008322  -0.001854  \n 386077   3240.0568 -0.043040  -0.001640  \n 386215   3261.2485  0.003598   0.006519  \n 386353   3272.8602 -0.001438   0.003554  \n \n [2135 rows x 15 columns],\n 300377:         stkcode        date  stkclose        trdsum  dampltd        rf  \\\n 29146    300377  2014-01-29     36.95  1.668706e+08   2.6323  0.000153   \n 29267    300377  2014-01-30     37.26  2.382117e+08  10.8796  0.000153   \n 29389    300377  2014-02-07     38.30  1.812589e+08   8.5615  0.000153   \n 29511    300377  2014-02-10     41.56  2.676146e+08  11.3055  0.000154   \n 29633    300377  2014-02-11     41.14  2.199238e+08   7.4591  0.000153   \n ...         ...         ...       ...           ...      ...       ...   \n 385802   300377  2023-03-27     10.38  3.339376e+08   3.6204  0.000067   \n 385940   300377  2023-03-28     10.09  2.344087e+08   2.5048  0.000067   \n 386078   300377  2023-03-29     10.10  2.081304e+08   3.3697  0.000067   \n 386216   300377  2023-03-30      9.94  1.611340e+08   3.2673  0.000067   \n 386354   300377  2023-03-31     10.21  1.912360e+08   4.6278  0.000067   \n \n         RiskPremium1      SMB1      HML1      RMW1      CMA1  YYYYmm  \\\n 29146       0.005586  0.002377  0.002465 -0.003735  0.001197  201401   \n 29267      -0.008177  0.004555  0.000768 -0.002039  0.001219  201401   \n 29389       0.003443  0.009808 -0.003071 -0.006884  0.003933  201402   \n 29511       0.018259  0.007916 -0.005285 -0.004176  0.003236  201402   \n 29633       0.009826 -0.003386 -0.000135  0.000008  0.002970  201402   \n ...              ...       ...       ...       ...       ...     ...   \n 385802     -0.006374  0.002265 -0.003920 -0.000093 -0.003669  202303   \n 385940      0.000790 -0.005440  0.003884  0.000231  0.002473  202303   \n 386078     -0.002534 -0.005063 -0.004080 -0.000682 -0.001761  202303   \n 386216      0.005986 -0.012989 -0.000733  0.008088 -0.001436  202303   \n 386354      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n \n         indexclose   stkdret  indexdret  \n 29146    2049.9140  0.077632   0.005577  \n 29267    2033.0830  0.008355  -0.008244  \n 29389    2044.4970  0.027530   0.005598  \n 29511    2086.0670  0.081688   0.020129  \n 29633    2103.6710 -0.010157   0.008403  \n ...            ...       ...        ...  \n 385802   3251.3971  0.015534  -0.004375  \n 385940   3245.3760 -0.028336  -0.001854  \n 386078   3240.0568  0.000991  -0.001640  \n 386216   3261.2485 -0.015968   0.006519  \n 386354   3272.8602  0.026801   0.003554  \n \n [2185 rows x 15 columns],\n 300378:         stkcode        date  stkclose        trdsum  dampltd        rf  \\\n 29147    300378  2014-01-29     34.09  6.637312e+08   6.6869  0.000153   \n 29268    300378  2014-01-30     31.28  2.881151e+08   6.4535  0.000153   \n 29390    300378  2014-02-07     32.19  1.856875e+08   7.9923  0.000153   \n 29512    300378  2014-02-10     34.35  3.195611e+08  10.1274  0.000154   \n 29634    300378  2014-02-11     35.09  3.577919e+08   9.3741  0.000153   \n ...         ...         ...       ...           ...      ...       ...   \n 385803   300378  2023-03-27     23.50  5.364997e+08   7.5664  0.000067   \n 385941   300378  2023-03-28     22.20  3.116397e+08   4.0000  0.000067   \n 386079   300378  2023-03-29     22.84  3.695642e+08   5.5405  0.000067   \n 386217   300378  2023-03-30     21.96  2.508387e+08   4.0280  0.000067   \n 386355   300378  2023-03-31     22.80  2.272159e+08   5.2368  0.000067   \n \n         RiskPremium1      SMB1      HML1      RMW1      CMA1  YYYYmm  \\\n 29147       0.005586  0.002377  0.002465 -0.003735  0.001197  201401   \n 29268      -0.008177  0.004555  0.000768 -0.002039  0.001219  201401   \n 29390       0.003443  0.009808 -0.003071 -0.006884  0.003933  201402   \n 29512       0.018259  0.007916 -0.005285 -0.004176  0.003236  201402   \n 29634       0.009826 -0.003386 -0.000135  0.000008  0.002970  201402   \n ...              ...       ...       ...       ...       ...     ...   \n 385803     -0.006374  0.002265 -0.003920 -0.000093 -0.003669  202303   \n 385941      0.000790 -0.005440  0.003884  0.000231  0.002473  202303   \n 386079     -0.002534 -0.005063 -0.004080 -0.000682 -0.001761  202303   \n 386217      0.005986 -0.012989 -0.000733  0.008088 -0.001436  202303   \n 386355      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n \n         indexclose   stkdret  indexdret  \n 29147    2049.9140  0.035531   0.005577  \n 29268    2033.0830 -0.086025  -0.008244  \n 29390    2044.4970  0.028677   0.005598  \n 29512    2086.0670  0.064946   0.020129  \n 29634    2103.6710  0.021314   0.008403  \n ...            ...       ...        ...  \n 385803   3251.3971  0.039051  -0.004375  \n 385941   3245.3760 -0.056908  -0.001854  \n 386079   3240.0568  0.028421  -0.001640  \n 386217   3261.2485 -0.039291   0.006519  \n 386355   3272.8602  0.037538   0.003554  \n \n [2227 rows x 15 columns],\n 300379:         stkcode        date  stkclose        trdsum  dampltd        rf  \\\n 29269    300379  2014-01-30     38.34  1.438030e+08   0.0000  0.000153   \n 29513    300379  2014-02-10     42.17  5.098931e+07   0.0000  0.000154   \n 29635    300379  2014-02-11     46.39  1.066232e+07   0.0000  0.000153   \n 29757    300379  2014-02-12     51.03  2.138199e+08   4.0095  0.000153   \n 30123    300379  2014-02-17     56.13  7.656581e+06   0.0000  0.000153   \n ...         ...         ...       ...           ...      ...       ...   \n 385804   300379  2023-03-27     24.89  5.231582e+08   4.7112  0.000067   \n 385942   300379  2023-03-28     25.80  1.056571e+09   8.7184  0.000067   \n 386080   300379  2023-03-29     25.00  5.625987e+08   4.8062  0.000067   \n 386218   300379  2023-03-30     24.12  3.672182e+08   3.3600  0.000067   \n 386356   300379  2023-03-31     24.62  2.966367e+08   3.3997  0.000067   \n \n         RiskPremium1      SMB1      HML1      RMW1      CMA1  YYYYmm  \\\n 29269      -0.008177  0.004555  0.000768 -0.002039  0.001219  201401   \n 29513       0.018259  0.007916 -0.005285 -0.004176  0.003236  201402   \n 29635       0.009826 -0.003386 -0.000135  0.000008  0.002970  201402   \n 29757       0.001902  0.010043 -0.002638 -0.002568  0.004625  201402   \n 30123       0.008026  0.007470 -0.004358 -0.003142 -0.000027  201402   \n ...              ...       ...       ...       ...       ...     ...   \n 385804     -0.006374  0.002265 -0.003920 -0.000093 -0.003669  202303   \n 385942      0.000790 -0.005440  0.003884  0.000231  0.002473  202303   \n 386080     -0.002534 -0.005063 -0.004080 -0.000682 -0.001761  202303   \n 386218      0.005986 -0.012989 -0.000733  0.008088 -0.001436  202303   \n 386356      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n \n         indexclose   stkdret  indexdret  \n 29269    2033.0830  0.095441  -0.008244  \n 29513    2086.0670  0.095215   0.025727  \n 29635    2103.6710  0.095375   0.008403  \n 29757    2109.9550  0.095330   0.002983  \n 30123    2135.4150  0.095257   0.011994  \n ...            ...       ...        ...  \n 385804   3251.3971  0.019473  -0.004375  \n 385942   3245.3760  0.035908  -0.001854  \n 386080   3240.0568 -0.031499  -0.001640  \n 386218   3261.2485 -0.035834   0.006519  \n 386356   3272.8602  0.020518   0.003554  \n \n [2115 rows x 15 columns],\n 300380:         stkcode        date  stkclose        trdsum  dampltd        rf  \\\n 29270    300380  2014-01-30     34.40  2.373859e+08   7.9309  0.000153   \n 29392    300380  2014-02-07     34.76  1.258654e+08   7.3837  0.000153   \n 29514    300380  2014-02-10     38.24  1.641902e+08  11.3924  0.000154   \n 29636    300380  2014-02-11     40.47  2.738476e+08   9.0743  0.000153   \n 29758    300380  2014-02-12     42.86  2.471483e+08  12.5525  0.000153   \n ...         ...         ...       ...           ...      ...       ...   \n 385805   300380  2023-03-27     19.95  1.227630e+08   3.7298  0.000067   \n 385943   300380  2023-03-28     19.36  7.863745e+07   2.9073  0.000067   \n 386081   300380  2023-03-29     19.16  7.207708e+07   2.9959  0.000067   \n 386219   300380  2023-03-30     18.69  5.896988e+07   3.6534  0.000067   \n 386357   300380  2023-03-31     19.42  8.234912e+07   5.2970  0.000067   \n \n         RiskPremium1      SMB1      HML1      RMW1      CMA1  YYYYmm  \\\n 29270      -0.008177  0.004555  0.000768 -0.002039  0.001219  201401   \n 29392       0.003443  0.009808 -0.003071 -0.006884  0.003933  201402   \n 29514       0.018259  0.007916 -0.005285 -0.004176  0.003236  201402   \n 29636       0.009826 -0.003386 -0.000135  0.000008  0.002970  201402   \n 29758       0.001902  0.010043 -0.002638 -0.002568  0.004625  201402   \n ...              ...       ...       ...       ...       ...     ...   \n 385805     -0.006374  0.002265 -0.003920 -0.000093 -0.003669  202303   \n 385943      0.000790 -0.005440  0.003884  0.000231  0.002473  202303   \n 386081     -0.002534 -0.005063 -0.004080 -0.000682 -0.001761  202303   \n 386219      0.005986 -0.012989 -0.000733  0.008088 -0.001436  202303   \n 386357      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n \n         indexclose   stkdret  indexdret  \n 29270    2033.0830 -0.074751  -0.008244  \n 29392    2044.4970  0.010411   0.005598  \n 29514    2086.0670  0.095415   0.020129  \n 29636    2103.6710  0.056679   0.008403  \n 29758    2109.9550  0.057378   0.002983  \n ...            ...       ...        ...  \n 385805   3251.3971  0.005529  -0.004375  \n 385943   3245.3760 -0.030020  -0.001854  \n 386081   3240.0568 -0.010384  -0.001640  \n 386219   3261.2485 -0.024836   0.006519  \n 386357   3272.8602  0.038315   0.003554  \n \n [2231 rows x 15 columns],\n 300383:         stkcode        date  stkclose        trdsum  dampltd        rf  \\\n 29393    300383  2014-02-07     66.75  2.846566e+08  12.0138  0.000153   \n 29515    300383  2014-02-10     73.43  2.615757e+08   5.1386  0.000154   \n 29881    300383  2014-02-13     80.77  4.347113e+08   2.4105  0.000154   \n 30003    300383  2014-02-14     87.00  4.625535e+08  12.2199  0.000153   \n 30125    300383  2014-02-17     88.16  3.339841e+08   5.7931  0.000153   \n ...         ...         ...       ...           ...      ...       ...   \n 385806   300383  2023-03-27     12.44  1.595599e+09   5.4936  0.000067   \n 385944   300383  2023-03-28     11.81  9.715296e+08   4.1801  0.000067   \n 386082   300383  2023-03-29     12.68  1.974526e+09  14.3099  0.000067   \n 386220   300383  2023-03-30     12.53  1.245299e+09   5.5205  0.000067   \n 386358   300383  2023-03-31     13.41  1.777794e+09  10.1357  0.000067   \n \n         RiskPremium1      SMB1      HML1      RMW1      CMA1  YYYYmm  \\\n 29393       0.003443  0.009808 -0.003071 -0.006884  0.003933  201402   \n 29515       0.018259  0.007916 -0.005285 -0.004176  0.003236  201402   \n 29881      -0.003410 -0.005504  0.002523  0.003192  0.002497  201402   \n 30003       0.006638  0.010065 -0.003780 -0.003045 -0.000576  201402   \n 30125       0.008026  0.007470 -0.004358 -0.003142 -0.000027  201402   \n ...              ...       ...       ...       ...       ...     ...   \n 385806     -0.006374  0.002265 -0.003920 -0.000093 -0.003669  202303   \n 385944      0.000790 -0.005440  0.003884  0.000231  0.002473  202303   \n 386082     -0.002534 -0.005063 -0.004080 -0.000682 -0.001761  202303   \n 386220      0.005986 -0.012989 -0.000733  0.008088 -0.001436  202303   \n 386358      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n \n         indexclose   stkdret  indexdret  \n 29393    2044.4970  0.095340   0.005598  \n 29515    2086.0670  0.095378   0.020129  \n 29881    2098.4010  0.095273   0.005895  \n 30003    2115.8480  0.074303   0.008280  \n 30125    2135.4150  0.013245   0.009205  \n ...            ...       ...        ...  \n 385806   3251.3971 -0.009600  -0.004375  \n 385944   3245.3760 -0.051970  -0.001854  \n 386082   3240.0568  0.071079  -0.001640  \n 386220   3261.2485 -0.011900   0.006519  \n 386358   3272.8602  0.067875   0.003554  \n \n [2040 rows x 15 columns],\n 300386:         stkcode        date  stkclose        trdsum  dampltd        rf  \\\n 41247    300386  2014-06-30     57.73  3.281604e+06   0.0000  0.000130   \n 41372    300386  2014-07-01     63.50  4.551807e+06   0.0000  0.000130   \n 41497    300386  2014-07-02     69.85  7.753001e+06   0.0000  0.000130   \n 41622    300386  2014-07-03     76.84  1.376335e+07   0.0000  0.000130   \n 41747    300386  2014-07-04     84.52  3.152393e+07   0.0000  0.000130   \n ...         ...         ...       ...           ...      ...       ...   \n 385807   300386  2023-03-27     12.22  1.464390e+08   3.4797  0.000067   \n 385945   300386  2023-03-28     13.01  4.451458e+08  14.7300  0.000067   \n 386083   300386  2023-03-29     12.79  2.887180e+08   3.4589  0.000067   \n 386221   300386  2023-03-30     12.82  3.759198e+08  10.4769  0.000067   \n 386359   300386  2023-03-31     12.50  2.030120e+08   4.0562  0.000067   \n \n         RiskPremium1      SMB1      HML1      RMW1      CMA1  YYYYmm  \\\n 41247       0.005989  0.003550 -0.002278 -0.002315  0.002618  201406   \n 41372       0.000170  0.007888 -0.002837 -0.003055  0.001167  201407   \n 41497       0.004499  0.002535 -0.000576 -0.000976 -0.000140  201407   \n 41622       0.005727 -0.000758 -0.000810 -0.002137 -0.000256  201407   \n 41747      -0.001003 -0.001092 -0.000254  0.001874 -0.001282  201407   \n ...              ...       ...       ...       ...       ...     ...   \n 385807     -0.006374  0.002265 -0.003920 -0.000093 -0.003669  202303   \n 385945      0.000790 -0.005440  0.003884  0.000231  0.002473  202303   \n 386083     -0.002534 -0.005063 -0.004080 -0.000682 -0.001761  202303   \n 386221      0.005986 -0.012989 -0.000733  0.008088 -0.001436  202303   \n 386359      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n \n         indexclose   stkdret  indexdret  \n 41247    2048.3270  0.095345   0.005786  \n 41372    2050.3810  0.095263   0.001002  \n 41497    2059.4180  0.095310   0.004398  \n 41622    2063.2290  0.095375   0.001849  \n 41747    2059.3750  0.095263  -0.001870  \n ...            ...       ...        ...  \n 385807   3251.3971  0.012351  -0.004375  \n 385945   3245.3760  0.062644  -0.001854  \n 386083   3240.0568 -0.017055  -0.001640  \n 386221   3261.2485  0.002343   0.006519  \n 386359   3272.8602 -0.025278   0.003554  \n \n [2133 rows x 15 columns],\n 300392:         stkcode        date  stkclose       trdsum  dampltd        rf  \\\n 47874    300392  2014-09-12     45.47    711605.50   0.0000  0.000127   \n 48000    300392  2014-09-15     50.02   2103341.00   0.0000  0.000127   \n 48126    300392  2014-09-16     55.02   8580369.00   0.0000  0.000127   \n 48252    300392  2014-09-17     60.52  14384212.04   0.0000  0.000127   \n 48378    300392  2014-09-18     66.57  16364503.68   0.0000  0.000127   \n ...         ...         ...       ...          ...      ...       ...   \n 354691   300392  2022-04-22      5.18  10132345.00   3.3962  0.000063   \n 354833   300392  2022-04-25      4.60  15808085.00  15.8301  0.000062   \n 354975   300392  2022-04-26      4.34  11980896.47   7.8261  0.000062   \n 355117   300392  2022-04-27      4.40  19424507.39   6.2212  0.000061   \n 355259   300392  2022-04-28      4.07  25651499.02  10.0000  0.000061   \n \n         RiskPremium1      SMB1      HML1      RMW1      CMA1  YYYYmm  \\\n 47874       0.008596  0.007674 -0.001970 -0.004344  0.001883  201409   \n 48000       0.001763  0.014668  0.001273 -0.007132  0.000227  201409   \n 48126      -0.016093 -0.013151  0.010581  0.004927  0.001909  201409   \n 48252       0.004293  0.008818 -0.002611  0.000688  0.000417  201409   \n 48378       0.003334  0.004395 -0.003781 -0.001573 -0.001230  201409   \n ...              ...       ...       ...       ...       ...     ...   \n 354691      0.007378 -0.013330  0.011390  0.001052  0.001870  202204   \n 354833     -0.046321 -0.021524  0.011949  0.004015 -0.003004  202204   \n 354975     -0.013891 -0.024200  0.001593  0.010310 -0.009932  202204   \n 355117      0.020818 -0.004447 -0.013508  0.006960 -0.004059  202204   \n 355259      0.008706 -0.021763  0.003162  0.008648  0.000026  202204   \n \n         indexclose   stkdret  indexdret  \n 47874    2331.9500  0.095222   0.008731  \n 48000    2339.1400  0.095370   0.003079  \n 48126    2296.5550  0.095274  -0.018373  \n 48252    2307.8930  0.095277   0.004925  \n 48378    2315.9280  0.095280   0.003475  \n ...            ...       ...        ...  \n 354691   3086.9193 -0.022902   0.002306  \n 354833   2928.5118 -0.118749  -0.052679  \n 354975   2886.4257 -0.058182  -0.014475  \n 355117   2958.2820  0.013730   0.024590  \n 355259   2975.4848 -0.077962   0.005798  \n \n [1598 rows x 15 columns],\n 300399:         stkcode        date  stkclose        trdsum  dampltd        rf  \\\n 49892    300399  2014-10-13     19.49  2.592170e+05   0.0000  0.000124   \n 50019    300399  2014-10-14     21.44  3.371440e+05   0.0000  0.000124   \n 50146    300399  2014-10-15     23.58  6.638242e+05   0.0000  0.000124   \n 50273    300399  2014-10-16     25.94  1.088183e+06   0.0000  0.000124   \n 50400    300399  2014-10-17     28.53  3.090512e+06   0.0000  0.000124   \n ...         ...         ...       ...           ...      ...       ...   \n 385808   300399  2023-03-27     13.90  1.812176e+08   3.9483  0.000067   \n 385946   300399  2023-03-28     13.59  1.240148e+08   3.5971  0.000067   \n 386084   300399  2023-03-29     13.56  1.167806e+08   4.0471  0.000067   \n 386222   300399  2023-03-30     13.19  1.093825e+08   4.4248  0.000067   \n 386360   300399  2023-03-31     13.63  1.204923e+08   4.3215  0.000067   \n \n         RiskPremium1      SMB1      HML1      RMW1      CMA1  YYYYmm  \\\n 49892      -0.004430  0.006712  0.002527 -0.000855 -0.001536  201410   \n 50019      -0.002415  0.003469  0.000682 -0.000360  0.003311  201410   \n 50146       0.005988 -0.000563 -0.001016 -0.002743  0.000893  201410   \n 50273      -0.005447 -0.006240  0.006781  0.006108 -0.003275  201410   \n 50400      -0.006122 -0.008679 -0.001030  0.005733 -0.002464  201410   \n ...              ...       ...       ...       ...       ...     ...   \n 385808     -0.006374  0.002265 -0.003920 -0.000093 -0.003669  202303   \n 385946      0.000790 -0.005440  0.003884  0.000231  0.002473  202303   \n 386084     -0.002534 -0.005063 -0.004080 -0.000682 -0.001761  202303   \n 386222      0.005986 -0.012989 -0.000733  0.008088 -0.001436  202303   \n 386360      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n \n         indexclose   stkdret  indexdret  \n 49892    2366.0090  0.095208  -0.003599  \n 50019    2359.4750  0.095357  -0.002765  \n 50146    2373.6700  0.095141   0.005998  \n 50273    2356.4990  0.095387  -0.007260  \n 50400    2341.1840  0.095170  -0.006520  \n ...            ...       ...        ...  \n 385808   3251.3971 -0.002156  -0.004375  \n 385946   3245.3760 -0.022555  -0.001854  \n 386084   3240.0568 -0.002210  -0.001640  \n 386222   3261.2485 -0.027665   0.006519  \n 386360   3272.8602  0.032814   0.003554  \n \n [2049 rows x 15 columns],\n 300418:         stkcode        date  stkclose        trdsum  dampltd        rf  \\\n 59053    300418  2015-01-23     35.37  7.622235e+05   0.0000  0.000134   \n 59183    300418  2015-01-26     38.91  1.031115e+06   0.0000  0.000134   \n 59313    300418  2015-01-27     42.80  4.639092e+06   0.0000  0.000134   \n 59443    300418  2015-01-28     47.08  6.570014e+06   0.0000  0.000134   \n 59573    300418  2015-01-29     51.79  9.327068e+06   0.0000  0.000134   \n ...         ...         ...       ...           ...      ...       ...   \n 385809   300418  2023-03-27     42.45  6.174201e+09  12.9470  0.000067   \n 385947   300418  2023-03-28     38.25  5.022271e+09   7.3498  0.000067   \n 386085   300418  2023-03-29     37.58  5.024930e+09   7.2157  0.000067   \n 386223   300418  2023-03-30     39.00  4.951721e+09   8.5152  0.000067   \n 386361   300418  2023-03-31     46.78  7.123108e+09  24.7949  0.000067   \n \n         RiskPremium1      SMB1      HML1      RMW1      CMA1  YYYYmm  \\\n 59053       0.004013 -0.004688  0.003843  0.002488  0.007594  201501   \n 59183       0.007013  0.011092 -0.005977 -0.002151  0.003033  201501   \n 59313      -0.011691  0.015454 -0.010699 -0.005375 -0.001541  201501   \n 59443      -0.015245  0.010954 -0.000101 -0.000719 -0.003733  201501   \n 59573      -0.014470  0.008469 -0.003103 -0.000916  0.000785  201501   \n ...              ...       ...       ...       ...       ...     ...   \n 385809     -0.006374  0.002265 -0.003920 -0.000093 -0.003669  202303   \n 385947      0.000790 -0.005440  0.003884  0.000231  0.002473  202303   \n 386085     -0.002534 -0.005063 -0.004080 -0.000682 -0.001761  202303   \n 386223      0.005986 -0.012989 -0.000733  0.008088 -0.001436  202303   \n 386361      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n \n         indexclose   stkdret  indexdret  \n 59053    3351.7640  0.095452   0.002515  \n 59183    3383.1820  0.095387   0.009330  \n 59313    3352.9600  0.095287  -0.008973  \n 59443    3305.7380  0.095310  -0.014184  \n 59573    3262.3050  0.095349  -0.013226  \n ...            ...       ...        ...  \n 385809   3251.3971  0.045791  -0.004375  \n 385947   3245.3760 -0.104183  -0.001854  \n 386085   3240.0568 -0.017672  -0.001640  \n 386223   3261.2485  0.037090   0.006519  \n 386361   3272.8602  0.181894   0.003554  \n \n [1921 rows x 15 columns],\n 300419:         stkcode        date  stkclose        trdsum  dampltd        rf  \\\n 59184    300419  2015-01-26     50.20  7.580200e+05   0.0000  0.000134   \n 59314    300419  2015-01-27     55.22  8.338220e+05   0.0000  0.000134   \n 59444    300419  2015-01-28     60.74  9.718400e+05   0.0000  0.000134   \n 59574    300419  2015-01-29     66.81  2.431884e+06   0.0000  0.000134   \n 59704    300419  2015-01-30     73.49  5.633008e+06   0.0000  0.000135   \n ...         ...         ...       ...           ...      ...       ...   \n 385810   300419  2023-03-27      7.01  9.515131e+07   3.7249  0.000067   \n 385948   300419  2023-03-28      6.98  1.189924e+08   5.1355  0.000067   \n 386086   300419  2023-03-29      6.93  8.604619e+07   2.7221  0.000067   \n 386224   300419  2023-03-30      6.90  1.007115e+08   4.3290  0.000067   \n 386362   300419  2023-03-31      7.09  1.190929e+08   5.3623  0.000067   \n \n         RiskPremium1      SMB1      HML1      RMW1      CMA1  YYYYmm  \\\n 59184       0.007013  0.011092 -0.005977 -0.002151  0.003033  201501   \n 59314      -0.011691  0.015454 -0.010699 -0.005375 -0.001541  201501   \n 59444      -0.015245  0.010954 -0.000101 -0.000719 -0.003733  201501   \n 59574      -0.014470  0.008469 -0.003103 -0.000916  0.000785  201501   \n 59704      -0.016420  0.005724  0.000156  0.000734 -0.005251  201501   \n ...              ...       ...       ...       ...       ...     ...   \n 385810     -0.006374  0.002265 -0.003920 -0.000093 -0.003669  202303   \n 385948      0.000790 -0.005440  0.003884  0.000231  0.002473  202303   \n 386086     -0.002534 -0.005063 -0.004080 -0.000682 -0.001761  202303   \n 386224      0.005986 -0.012989 -0.000733  0.008088 -0.001436  202303   \n 386362      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n \n         indexclose   stkdret  indexdret  \n 59184    3383.1820  0.095231   0.009330  \n 59314    3352.9600  0.095310  -0.008973  \n 59444    3305.7380  0.095277  -0.014184  \n 59574    3262.3050  0.095250  -0.013226  \n 59704    3210.3630  0.095297  -0.016050  \n ...            ...       ...        ...  \n 385810   3251.3971  0.004289  -0.004375  \n 385948   3245.3760 -0.004289  -0.001854  \n 386086   3240.0568 -0.007189  -0.001640  \n 386224   3261.2485 -0.004338   0.006519  \n 386362   3272.8602  0.027164   0.003554  \n \n [1880 rows x 15 columns],\n 300440:         stkcode        date  stkclose       trdsum  dampltd        rf  \\\n 66874    300440  2015-04-27     37.82    249612.00   0.0000  0.000114   \n 67008    300440  2015-04-28     41.60    361920.00   0.0000  0.000112   \n 67142    300440  2015-04-29     45.76    793936.00   0.0000  0.000111   \n 67277    300440  2015-04-30     50.34   1152786.00   0.0000  0.000109   \n 67412    300440  2015-05-04     55.37   1032650.50   0.0000  0.000107   \n ...         ...         ...       ...          ...      ...       ...   \n 385811   300440  2023-03-27      8.09  64072670.00   2.8607  0.000067   \n 385949   300440  2023-03-28      8.07  87694141.49   2.9666  0.000067   \n 386087   300440  2023-03-29      8.08  71098775.00   2.6022  0.000067   \n 386225   300440  2023-03-30      7.84  69923703.10   3.8366  0.000067   \n 386363   300440  2023-03-31      7.92  44396362.63   3.5714  0.000067   \n \n         RiskPremium1      SMB1      HML1      RMW1      CMA1  YYYYmm  \\\n 66874       0.034257 -0.024612  0.015944  0.008496  0.008575  201504   \n 67008      -0.006720 -0.020509  0.017096  0.000459 -0.003739  201504   \n 67142      -0.004486  0.026794 -0.016897 -0.007739 -0.007718  201504   \n 67277      -0.009757  0.010913 -0.005322  0.002328  0.001751  201504   \n 67412       0.009113 -0.000266  0.001532 -0.003052  0.003936  201505   \n ...              ...       ...       ...       ...       ...     ...   \n 385811     -0.006374  0.002265 -0.003920 -0.000093 -0.003669  202303   \n 385949      0.000790 -0.005440  0.003884  0.000231  0.002473  202303   \n 386087     -0.002534 -0.005063 -0.004080 -0.000682 -0.001761  202303   \n 386225      0.005986 -0.012989 -0.000733  0.008088 -0.001436  202303   \n 386363      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n \n         indexclose   stkdret  indexdret  \n 66874    4527.3960  0.095363   0.029978  \n 67008    4476.2150  0.095262  -0.011369  \n 67142    4476.6200  0.095310   0.000090  \n 67277    4441.6550  0.095390  -0.007841  \n 67412    4480.4640  0.095238   0.008700  \n ...            ...       ...        ...  \n 385811   3251.3971  0.006200  -0.004375  \n 385949   3245.3760 -0.002475  -0.001854  \n 386087   3240.0568  0.001238  -0.001640  \n 386225   3261.2485 -0.030153   0.006519  \n 386363   3272.8602  0.010152   0.003554  \n \n [1797 rows x 15 columns],\n 300448:         stkcode        date  stkclose        trdsum  dampltd        rf  \\\n 67009    300448  2015-04-28     27.51  1.017870e+05   0.0000  0.000112   \n 67143    300448  2015-04-29     30.26  1.089360e+05   0.0000  0.000111   \n 67278    300448  2015-04-30     33.29  2.396880e+05   0.0000  0.000109   \n 67413    300448  2015-05-04     36.62  2.563400e+05   0.0000  0.000107   \n 67548    300448  2015-05-05     40.28  1.188260e+06   0.0000  0.000106   \n ...         ...         ...       ...           ...      ...       ...   \n 385812   300448  2023-03-27      6.18  1.326949e+08   3.4314  0.000067   \n 385950   300448  2023-03-28      6.07  9.975471e+07   3.8835  0.000067   \n 386088   300448  2023-03-29      6.06  8.555096e+07   3.2949  0.000067   \n 386226   300448  2023-03-30      5.94  8.277802e+07   3.1353  0.000067   \n 386364   300448  2023-03-31      6.05  8.295117e+07   4.5455  0.000067   \n \n         RiskPremium1      SMB1      HML1      RMW1      CMA1  YYYYmm  \\\n 67009      -0.006720 -0.020509  0.017096  0.000459 -0.003739  201504   \n 67143      -0.004486  0.026794 -0.016897 -0.007739 -0.007718  201504   \n 67278      -0.009757  0.010913 -0.005322  0.002328  0.001751  201504   \n 67413       0.009113 -0.000266  0.001532 -0.003052  0.003936  201505   \n 67548      -0.042359  0.001808 -0.011399  0.003672  0.000380  201505   \n ...              ...       ...       ...       ...       ...     ...   \n 385812     -0.006374  0.002265 -0.003920 -0.000093 -0.003669  202303   \n 385950      0.000790 -0.005440  0.003884  0.000231  0.002473  202303   \n 386088     -0.002534 -0.005063 -0.004080 -0.000682 -0.001761  202303   \n 386226      0.005986 -0.012989 -0.000733  0.008088 -0.001436  202303   \n 386364      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n \n         indexclose   stkdret  indexdret  \n 67009    4476.2150  0.095274  -0.011369  \n 67143    4476.6200  0.095277   0.000090  \n 67278    4441.6550  0.095430  -0.007841  \n 67413    4480.4640  0.095337   0.008700  \n 67548    4298.7060  0.095261  -0.041413  \n ...            ...       ...        ...  \n 385812   3251.3971  0.009756  -0.004375  \n 385950   3245.3760 -0.017960  -0.001854  \n 386088   3240.0568 -0.001649  -0.001640  \n 386226   3261.2485 -0.020001   0.006519  \n 386364   3272.8602  0.018349   0.003554  \n \n [1925 rows x 15 columns],\n 300451:         stkcode        date  stkclose        trdsum  dampltd        rf  \\\n 68765    300451  2015-05-18     24.43  1.223943e+04   0.0000  0.000088   \n 68901    300451  2015-05-19     26.87  2.149600e+04   0.0000  0.000086   \n 69037    300451  2015-05-20     29.56  1.478000e+04   0.0000  0.000084   \n 69173    300451  2015-05-21     32.52  1.626000e+04   0.0000  0.000083   \n 69309    300451  2015-05-22     35.77  2.146200e+04   0.0000  0.000081   \n ...         ...         ...       ...           ...      ...       ...   \n 385813   300451  2023-03-27     10.68  5.390851e+08   7.6321  0.000067   \n 385951   300451  2023-03-28     10.35  5.384136e+08   6.4607  0.000067   \n 386089   300451  2023-03-29      9.86  4.347025e+08   5.5072  0.000067   \n 386227   300451  2023-03-30      9.58  3.910876e+08   3.9554  0.000067   \n 386365   300451  2023-03-31     10.98  8.008475e+08  16.4927  0.000067   \n \n         RiskPremium1      SMB1      HML1      RMW1      CMA1  YYYYmm  \\\n 68765      -0.011079  0.029153 -0.010265 -0.003602 -0.002718  201505   \n 68901       0.032820 -0.001137  0.002801  0.000847 -0.001746  201505   \n 69037       0.005022  0.009859 -0.005948 -0.006880  0.001382  201505   \n 69173       0.016356  0.016917 -0.008715 -0.008348  0.000728  201505   \n 69309       0.028999  0.000322  0.001190  0.000673 -0.000706  201505   \n ...              ...       ...       ...       ...       ...     ...   \n 385813     -0.006374  0.002265 -0.003920 -0.000093 -0.003669  202303   \n 385951      0.000790 -0.005440  0.003884  0.000231  0.002473  202303   \n 386089     -0.002534 -0.005063 -0.004080 -0.000682 -0.001761  202303   \n 386227      0.005986 -0.012989 -0.000733  0.008088 -0.001436  202303   \n 386365      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n \n         indexclose   stkdret  indexdret  \n 68765    4283.4910  0.095269  -0.005866  \n 68901    4417.5520  0.095199   0.030817  \n 69037    4446.2880  0.095412   0.006484  \n 69173    4529.4220  0.095433   0.018525  \n 69309    4657.5960  0.095254   0.027905  \n ...            ...       ...        ...  \n 385813   3251.3971  0.044026  -0.004375  \n 385951   3245.3760 -0.031386  -0.001854  \n 386089   3240.0568 -0.048500  -0.001640  \n 386227   3261.2485 -0.028809   0.006519  \n 386365   3272.8602  0.136398   0.003554  \n \n [1843 rows x 15 columns],\n 300465:         stkcode        date  stkclose        trdsum  dampltd        rf  \\\n 70132    300465  2015-06-01     19.61  6.373250e+04   0.0000  0.000078   \n 70272    300465  2015-06-02     21.57  2.157000e+04   0.0000  0.000078   \n 70412    300465  2015-06-03     23.73  4.746000e+04   0.0000  0.000079   \n 70552    300465  2015-06-04     26.10  2.088000e+05   0.0000  0.000079   \n 70692    300465  2015-06-05     28.71  5.742000e+04   0.0000  0.000079   \n ...         ...         ...       ...           ...      ...       ...   \n 385814   300465  2023-03-27     11.00  1.567101e+08   3.9640  0.000067   \n 385952   300465  2023-03-28     10.88  1.510067e+08   3.0000  0.000067   \n 386090   300465  2023-03-29     10.66  1.391142e+08   3.6765  0.000067   \n 386228   300465  2023-03-30     10.39  1.248075e+08   4.4090  0.000067   \n 386366   300465  2023-03-31     10.78  1.412624e+08   5.0048  0.000067   \n \n         RiskPremium1      SMB1      HML1      RMW1      CMA1  YYYYmm  \\\n 70132       0.050922  0.009016  0.000261 -0.000397 -0.004752  201506   \n 70272       0.015448  0.033228 -0.007595 -0.008258 -0.000110  201506   \n 70412       0.000583  0.012676  0.008341 -0.000996  0.000409  201506   \n 70552       0.013310 -0.010739  0.010264 -0.000891 -0.003567  201506   \n 70692       0.014820  0.008353 -0.002825 -0.004730  0.002318  201506   \n ...              ...       ...       ...       ...       ...     ...   \n 385814     -0.006374  0.002265 -0.003920 -0.000093 -0.003669  202303   \n 385952      0.000790 -0.005440  0.003884  0.000231  0.002473  202303   \n 386090     -0.002534 -0.005063 -0.004080 -0.000682 -0.001761  202303   \n 386228      0.005986 -0.012989 -0.000733  0.008088 -0.001436  202303   \n 386366      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n \n         indexclose   stkdret  indexdret  \n 70132    4828.7380  0.095157   0.045979  \n 70272    4910.5270  0.095264   0.016796  \n 70412    4909.9780  0.095437  -0.000112  \n 70552    4947.1020  0.095195   0.007532  \n 70692    5023.0960  0.095310   0.015245  \n ...            ...       ...        ...  \n 385814   3251.3971 -0.009050  -0.004375  \n 385952   3245.3760 -0.010969  -0.001854  \n 386090   3240.0568 -0.020428  -0.001640  \n 386228   3261.2485 -0.025655   0.006519  \n 386366   3272.8602  0.036849   0.003554  \n \n [1812 rows x 15 columns],\n 300467:         stkcode        date  stkclose        trdsum  dampltd        rf  \\\n 69993    300467  2015-05-29     58.81  1.176200e+05   0.0000  0.000078   \n 70133    300467  2015-06-01     64.69  3.234500e+04   0.0000  0.000078   \n 70273    300467  2015-06-02     71.16  4.981200e+04   0.0000  0.000078   \n 70413    300467  2015-06-03     78.28  2.348400e+04   0.0000  0.000079   \n 70553    300467  2015-06-04     86.11  9.472100e+04   0.0000  0.000079   \n ...         ...         ...       ...           ...      ...       ...   \n 385815   300467  2023-03-27     14.83  1.214467e+08   3.5357  0.000067   \n 385953   300467  2023-03-28     14.50  7.776418e+07   2.4949  0.000067   \n 386091   300467  2023-03-29     14.53  7.817436e+07   3.2414  0.000067   \n 386229   300467  2023-03-30     13.98  9.009108e+07   5.1617  0.000067   \n 386367   300467  2023-03-31     14.44  1.205390e+08   5.0787  0.000067   \n \n         RiskPremium1      SMB1      HML1      RMW1      CMA1  YYYYmm  \\\n 69993      -0.003111  0.012064 -0.010714 -0.003542 -0.004765  201505   \n 70133       0.050922  0.009016  0.000261 -0.000397 -0.004752  201506   \n 70273       0.015448  0.033228 -0.007595 -0.008258 -0.000110  201506   \n 70413       0.000583  0.012676  0.008341 -0.000996  0.000409  201506   \n 70553       0.013310 -0.010739  0.010264 -0.000891 -0.003567  201506   \n ...              ...       ...       ...       ...       ...     ...   \n 385815     -0.006374  0.002265 -0.003920 -0.000093 -0.003669  202303   \n 385953      0.000790 -0.005440  0.003884  0.000231  0.002473  202303   \n 386091     -0.002534 -0.005063 -0.004080 -0.000682 -0.001761  202303   \n 386229      0.005986 -0.012989 -0.000733  0.008088 -0.001436  202303   \n 386367      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n \n         indexclose   stkdret  indexdret  \n 69993    4611.7440  0.095378  -0.001846  \n 70133    4828.7380  0.095295   0.045979  \n 70273    4910.5270  0.095324   0.016796  \n 70413    4909.9780  0.095361  -0.000112  \n 70553    4947.1020  0.095333   0.007532  \n ...            ...       ...        ...  \n 385815   3251.3971 -0.010731  -0.004375  \n 385953   3245.3760 -0.022504  -0.001854  \n 386091   3240.0568  0.002067  -0.001640  \n 386229   3261.2485 -0.038588   0.006519  \n 386367   3272.8602  0.032374   0.003554  \n \n [1707 rows x 15 columns],\n 300468:         stkcode        date  stkclose        trdsum  dampltd        rf  \\\n 69994    300468  2015-05-29     32.68  1.274520e+05   0.0000  0.000078   \n 70134    300468  2015-06-01     35.95  3.954500e+04   0.0000  0.000078   \n 70274    300468  2015-06-02     39.55  2.373000e+04   0.0000  0.000078   \n 70414    300468  2015-06-03     43.51  2.088480e+05   0.0000  0.000079   \n 70554    300468  2015-06-04     47.86  2.584440e+05   0.0000  0.000079   \n ...         ...         ...       ...           ...      ...       ...   \n 385816   300468  2023-03-27     12.42  4.392657e+08   3.6765  0.000067   \n 385954   300468  2023-03-28     12.38  5.448768e+08   5.3140  0.000067   \n 386092   300468  2023-03-29     12.34  4.115660e+08   3.7157  0.000067   \n 386230   300468  2023-03-30     12.43  5.548330e+08   8.9141  0.000067   \n 386368   300468  2023-03-31     12.37  3.335368e+08   2.8158  0.000067   \n \n         RiskPremium1      SMB1      HML1      RMW1      CMA1  YYYYmm  \\\n 69994      -0.003111  0.012064 -0.010714 -0.003542 -0.004765  201505   \n 70134       0.050922  0.009016  0.000261 -0.000397 -0.004752  201506   \n 70274       0.015448  0.033228 -0.007595 -0.008258 -0.000110  201506   \n 70414       0.000583  0.012676  0.008341 -0.000996  0.000409  201506   \n 70554       0.013310 -0.010739  0.010264 -0.000891 -0.003567  201506   \n ...              ...       ...       ...       ...       ...     ...   \n 385816     -0.006374  0.002265 -0.003920 -0.000093 -0.003669  202303   \n 385954      0.000790 -0.005440  0.003884  0.000231  0.002473  202303   \n 386092     -0.002534 -0.005063 -0.004080 -0.000682 -0.001761  202303   \n 386230      0.005986 -0.012989 -0.000733  0.008088 -0.001436  202303   \n 386368      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n \n         indexclose   stkdret  indexdret  \n 69994    4611.7440  0.095280  -0.001846  \n 70134    4828.7380  0.095366   0.045979  \n 70274    4910.5270  0.095437   0.016796  \n 70414    4909.9780  0.095425  -0.000112  \n 70554    4947.1020  0.095289   0.007532  \n ...            ...       ...        ...  \n 385816   3251.3971  0.014599  -0.004375  \n 385954   3245.3760 -0.003226  -0.001854  \n 386092   3240.0568 -0.003236  -0.001640  \n 386230   3261.2485  0.007267   0.006519  \n 386368   3272.8602 -0.004839   0.003554  \n \n [1876 rows x 15 columns],\n 300469:         stkcode        date  stkclose        trdsum  dampltd        rf  \\\n 71536    300469  2015-06-15     17.67  1.943700e+04   0.0000  0.000081   \n 71677    300469  2015-06-16     19.44  6.415200e+04   0.0000  0.000082   \n 71818    300469  2015-06-17     21.38  1.346940e+05   0.0000  0.000082   \n 71959    300469  2015-06-18     23.52  2.352000e+04   0.0000  0.000084   \n 72100    300469  2015-06-19     25.87  3.258585e+05   0.0000  0.000085   \n ...         ...         ...       ...           ...      ...       ...   \n 385817   300469  2023-03-27     18.71  1.550773e+08   5.1111  0.000067   \n 385955   300469  2023-03-28     17.84  1.133613e+08   5.0775  0.000067   \n 386093   300469  2023-03-29     18.49  2.986617e+08  15.5830  0.000067   \n 386231   300469  2023-03-30     17.80  1.565627e+08   4.5430  0.000067   \n 386369   300469  2023-03-31     17.41  1.445414e+08   3.0899  0.000067   \n \n         RiskPremium1      SMB1      HML1      RMW1      CMA1  YYYYmm  \\\n 71536      -0.020956  0.016329  0.011125 -0.004561  0.003904  201506   \n 71677      -0.034149 -0.013908  0.005013  0.003524 -0.006724  201506   \n 71818       0.018102  0.000115  0.002845 -0.004054 -0.000946  201506   \n 71959      -0.039298  0.006894  0.001093 -0.005086  0.002838  201506   \n 72100      -0.064812 -0.017500  0.003852  0.009846 -0.000609  201506   \n ...              ...       ...       ...       ...       ...     ...   \n 385817     -0.006374  0.002265 -0.003920 -0.000093 -0.003669  202303   \n 385955      0.000790 -0.005440  0.003884  0.000231  0.002473  202303   \n 386093     -0.002534 -0.005063 -0.004080 -0.000682 -0.001761  202303   \n 386231      0.005986 -0.012989 -0.000733  0.008088 -0.001436  202303   \n 386369      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n \n         indexclose   stkdret  indexdret  \n 71536    5062.9929  0.095537  -0.020209  \n 71677    4887.4320  0.095465  -0.035291  \n 71818    4967.8983  0.095123   0.016330  \n 71959    4785.3560  0.095395  -0.037436  \n 72100    4478.3643  0.095233  -0.066303  \n ...            ...       ...        ...  \n 385817   3251.3971  0.038686  -0.004375  \n 385955   3245.3760 -0.047615  -0.001854  \n 386093   3240.0568  0.035787  -0.001640  \n 386231   3261.2485 -0.038032   0.006519  \n 386369   3272.8602 -0.022154   0.003554  \n \n [1790 rows x 15 columns],\n 300493:         stkcode        date  stkclose        trdsum  dampltd        rf  \\\n 88966    300493  2015-12-14     11.97  3.710700e+04   0.0000  0.000083   \n 89111    300493  2015-12-15     13.17  3.819300e+04   0.0000  0.000084   \n 89256    300493  2015-12-16     14.49  5.607630e+04   0.0000  0.000083   \n 89401    300493  2015-12-17     15.94  4.622600e+04   0.0000  0.000084   \n 89546    300493  2015-12-18     17.53  2.191250e+05   0.0000  0.000084   \n ...         ...         ...       ...           ...      ...       ...   \n 385818   300493  2023-03-27      8.06  1.124622e+08   3.0600  0.000067   \n 385956   300493  2023-03-28      7.87  9.565012e+07   2.2333  0.000067   \n 386094   300493  2023-03-29      8.13  1.444995e+08   5.4638  0.000067   \n 386232   300493  2023-03-30      8.31  2.401656e+08   4.4280  0.000067   \n 386370   300493  2023-03-31      8.22  1.503261e+08   3.2491  0.000067   \n \n         RiskPremium1      SMB1      HML1      RMW1      CMA1  YYYYmm  \\\n 88966       0.025887 -0.007222 -0.002774 -0.001408 -0.004073  201512   \n 89111      -0.005608  0.019652 -0.003509 -0.002788  0.002015  201512   \n 89256       0.000777  0.007581 -0.000009  0.000053  0.002335  201512   \n 89401       0.016579  0.012617 -0.001318 -0.003651 -0.001216  201512   \n 89546       0.001070  0.003414  0.004174  0.001525 -0.002178  201512   \n ...              ...       ...       ...       ...       ...     ...   \n 385818     -0.006374  0.002265 -0.003920 -0.000093 -0.003669  202303   \n 385956      0.000790 -0.005440  0.003884  0.000231  0.002473  202303   \n 386094     -0.002534 -0.005063 -0.004080 -0.000682 -0.001761  202303   \n 386232      0.005986 -0.012989 -0.000733  0.008088 -0.001436  202303   \n 386370      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n \n         indexclose   stkdret  indexdret  \n 88966    3520.6682  0.095477   0.024756  \n 89111    3510.3537  0.095538  -0.002934  \n 89256    3516.1867  0.095517   0.001660  \n 89401    3579.9989  0.095373   0.017985  \n 89546    3578.9640  0.095082  -0.000289  \n ...            ...       ...        ...  \n 385818   3251.3971 -0.013555  -0.004375  \n 385956   3245.3760 -0.023855  -0.001854  \n 386094   3240.0568  0.032503  -0.001640  \n 386232   3261.2485  0.021899   0.006519  \n 386370   3272.8602 -0.010889   0.003554  \n \n [1767 rows x 15 columns],\n 300496:         stkcode        date  stkclose        trdsum  dampltd        rf  \\\n 88967    300496  2015-12-14     40.55  1.622000e+05   0.0000  0.000083   \n 89112    300496  2015-12-15     44.61  8.475900e+04   0.0000  0.000084   \n 89257    300496  2015-12-16     49.07  1.570240e+05   0.0000  0.000083   \n 89402    300496  2015-12-17     53.98  2.429100e+05   0.0000  0.000084   \n 89547    300496  2015-12-18     59.38  3.028380e+05   0.0000  0.000084   \n ...         ...         ...       ...           ...      ...       ...   \n 385819   300496  2023-03-27    112.35  1.915716e+09   8.5108  0.000067   \n 385957   300496  2023-03-28    107.61  1.368957e+09   4.7085  0.000067   \n 386095   300496  2023-03-29    108.32  8.697157e+08   3.5870  0.000067   \n 386233   300496  2023-03-30    107.78  7.835547e+08   3.7322  0.000067   \n 386371   300496  2023-03-31    108.35  9.247887e+08   4.7504  0.000067   \n \n         RiskPremium1      SMB1      HML1      RMW1      CMA1  YYYYmm  \\\n 88967       0.025887 -0.007222 -0.002774 -0.001408 -0.004073  201512   \n 89112      -0.005608  0.019652 -0.003509 -0.002788  0.002015  201512   \n 89257       0.000777  0.007581 -0.000009  0.000053  0.002335  201512   \n 89402       0.016579  0.012617 -0.001318 -0.003651 -0.001216  201512   \n 89547       0.001070  0.003414  0.004174  0.001525 -0.002178  201512   \n ...              ...       ...       ...       ...       ...     ...   \n 385819     -0.006374  0.002265 -0.003920 -0.000093 -0.003669  202303   \n 385957      0.000790 -0.005440  0.003884  0.000231  0.002473  202303   \n 386095     -0.002534 -0.005063 -0.004080 -0.000682 -0.001761  202303   \n 386233      0.005986 -0.012989 -0.000733  0.008088 -0.001436  202303   \n 386371      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n \n         indexclose   stkdret  indexdret  \n 88967    3520.6682  0.095409   0.024756  \n 89112    3510.3537  0.095422  -0.002934  \n 89257    3516.1867  0.095290   0.001660  \n 89402    3579.9989  0.095366   0.017985  \n 89547    3578.9640  0.095344  -0.000289  \n ...            ...       ...        ...  \n 385819   3251.3971 -0.027652  -0.004375  \n 385957   3245.3760 -0.043105  -0.001854  \n 386095   3240.0568  0.006576  -0.001640  \n 386233   3261.2485 -0.004998   0.006519  \n 386371   3272.8602  0.005275   0.003554  \n \n [1714 rows x 15 columns],\n 430425:         stkcode        date  stkclose      trdsum  dampltd        rf  \\\n 70555    430425  2015-06-04      1.10   550000.00   0.0000  0.000079   \n 70695    430425  2015-06-05      1.10   770000.00   0.0000  0.000079   \n 70975    430425  2015-06-09      1.10   286000.00   0.0000  0.000080   \n 71115    430425  2015-06-10      2.00  2400000.00   0.0000  0.000080   \n 71255    430425  2015-06-11      1.10  2200000.00   0.0000  0.000080   \n ...         ...         ...       ...         ...      ...       ...   \n 385820   430425  2023-03-27     13.11  3348159.56   2.4444  0.000067   \n 385958   430425  2023-03-28     13.40  7360753.34   6.9413  0.000067   \n 386096   430425  2023-03-29     13.18  5019531.98   2.9851  0.000067   \n 386234   430425  2023-03-30     13.18  2105301.33   1.5933  0.000067   \n 386372   430425  2023-03-31     13.10  2078886.10   1.8968  0.000067   \n \n         RiskPremium1      SMB1      HML1      RMW1      CMA1  YYYYmm  \\\n 70555       0.013310 -0.010739  0.010264 -0.000891 -0.003567  201506   \n 70695       0.014820  0.008353 -0.002825 -0.004730  0.002318  201506   \n 70975      -0.005805  0.001764 -0.000477 -0.006147  0.000820  201506   \n 71115      -0.004657  0.024150 -0.013865 -0.007193 -0.001169  201506   \n 71255       0.000084  0.029901 -0.010352 -0.007684  0.006717  201506   \n ...              ...       ...       ...       ...       ...     ...   \n 385820     -0.006374  0.002265 -0.003920 -0.000093 -0.003669  202303   \n 385958      0.000790 -0.005440  0.003884  0.000231  0.002473  202303   \n 386096     -0.002534 -0.005063 -0.004080 -0.000682 -0.001761  202303   \n 386234      0.005986 -0.012989 -0.000733  0.008088 -0.001436  202303   \n 386372      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n \n         indexclose   stkdret  indexdret  \n 70555    4947.1020 -0.241162   0.088655  \n 70695    5023.0960  0.000000   0.015245  \n 70975    5113.5337  0.000000   0.017844  \n 71115    5106.0359  0.597837  -0.001467  \n 71255    5121.5925 -0.597837   0.003042  \n ...            ...       ...        ...  \n 385820   3251.3971 -0.029314  -0.004375  \n 385958   3245.3760  0.021879  -0.001854  \n 386096   3240.0568 -0.016554  -0.001640  \n 386234   3261.2485  0.000000   0.006519  \n 386372   3272.8602 -0.006088   0.003554  \n \n [544 rows x 15 columns],\n 600037:         stkcode        date  stkclose       trdsum  dampltd        rf  \\\n 204      600037  2013-01-07      6.64   45905870.0   1.5175  0.000107   \n 317      600037  2013-01-08      6.71   56825567.0   2.2590  0.000107   \n 430      600037  2013-01-09      6.70   51796099.0   1.1923  0.000107   \n 543      600037  2013-01-10      6.83  101724304.0   2.5373  0.000107   \n 656      600037  2013-01-11      6.61   86334504.0   4.0996  0.000107   \n ...         ...         ...       ...          ...      ...       ...   \n 385821   600037  2023-03-27      9.51  347308662.0   3.4304  0.000067   \n 385959   600037  2023-03-28      9.55  449395747.0   4.7319  0.000067   \n 386097   600037  2023-03-29      9.54  295396800.0   2.9319  0.000067   \n 386235   600037  2023-03-30      9.30  228851043.0   3.3543  0.000067   \n 386373   600037  2023-03-31      9.59  235536655.0   3.6559  0.000067   \n \n         RiskPremium1      SMB1      HML1      RMW1      CMA1  YYYYmm  \\\n 204         0.003761  0.010096 -0.002014 -0.004582  0.000641  201301   \n 317        -0.006667  0.012550 -0.007672 -0.001519  0.002452  201301   \n 430        -0.001212  0.002407 -0.003288  0.001126 -0.000336  201301   \n 543         0.003885  0.002622  0.004782 -0.003027  0.000300  201301   \n 656        -0.016251 -0.004473  0.000358 -0.000219 -0.008375  201301   \n ...              ...       ...       ...       ...       ...     ...   \n 385821     -0.006374  0.002265 -0.003920 -0.000093 -0.003669  202303   \n 385959      0.000790 -0.005440  0.003884  0.000231  0.002473  202303   \n 386097     -0.002534 -0.005063 -0.004080 -0.000682 -0.001761  202303   \n 386235      0.005986 -0.012989 -0.000733  0.008088 -0.001436  202303   \n 386373      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n \n         indexclose   stkdret  indexdret  \n 204      2285.3640  0.007559   0.003670  \n 317      2276.0700  0.010487  -0.004075  \n 430      2275.3400 -0.001491  -0.000321  \n 543      2283.6580  0.019217   0.003649  \n 656      2242.9970 -0.032741  -0.017966  \n ...            ...       ...        ...  \n 385821   3251.3971 -0.011500  -0.004375  \n 385959   3245.3760  0.004197  -0.001854  \n 386097   3240.0568 -0.001048  -0.001640  \n 386235   3261.2485 -0.025479   0.006519  \n 386373   3272.8602  0.030706   0.003554  \n \n [2941 rows x 15 columns],\n 600050:         stkcode        date  stkclose        trdsum  dampltd        rf  \\\n 205      600050  2013-01-07      3.51  2.082689e+08   1.4327  0.000107   \n 318      600050  2013-01-08      3.50  2.617396e+08   1.1396  0.000107   \n 431      600050  2013-01-09      3.57  5.781068e+08   4.2857  0.000107   \n 544      600050  2013-01-10      3.55  3.639850e+08   2.2409  0.000107   \n 657      600050  2013-01-11      3.47  3.877945e+08   3.3803  0.000107   \n ...         ...         ...       ...           ...      ...       ...   \n 385822   600050  2023-03-27      5.40  2.842841e+09   4.5455  0.000067   \n 385960   600050  2023-03-28      5.53  2.978198e+09   3.7037  0.000067   \n 386098   600050  2023-03-29      5.46  2.579099e+09   3.7975  0.000067   \n 386236   600050  2023-03-30      5.29  2.717174e+09   5.4945  0.000067   \n 386374   600050  2023-03-31      5.42  2.240376e+09   3.5917  0.000067   \n \n         RiskPremium1      SMB1      HML1      RMW1      CMA1  YYYYmm  \\\n 205         0.003761  0.010096 -0.002014 -0.004582  0.000641  201301   \n 318        -0.006667  0.012550 -0.007672 -0.001519  0.002452  201301   \n 431        -0.001212  0.002407 -0.003288  0.001126 -0.000336  201301   \n 544         0.003885  0.002622  0.004782 -0.003027  0.000300  201301   \n 657        -0.016251 -0.004473  0.000358 -0.000219 -0.008375  201301   \n ...              ...       ...       ...       ...       ...     ...   \n 385822     -0.006374  0.002265 -0.003920 -0.000093 -0.003669  202303   \n 385960      0.000790 -0.005440  0.003884  0.000231  0.002473  202303   \n 386098     -0.002534 -0.005063 -0.004080 -0.000682 -0.001761  202303   \n 386236      0.005986 -0.012989 -0.000733  0.008088 -0.001436  202303   \n 386374      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n \n         indexclose   stkdret  indexdret  \n 205      2285.3640  0.005714   0.003670  \n 318      2276.0700 -0.002853  -0.004075  \n 431      2275.3400  0.019803  -0.000321  \n 544      2283.6580 -0.005618   0.003649  \n 657      2242.9970 -0.022793  -0.017966  \n ...            ...       ...        ...  \n 385822   3251.3971 -0.018349  -0.004375  \n 385960   3245.3760  0.023789  -0.001854  \n 386098   3240.0568 -0.012739  -0.001640  \n 386236   3261.2485 -0.031631   0.006519  \n 386374   3272.8602  0.024278   0.003554  \n \n [2878 rows x 15 columns],\n 600406:         stkcode        date  stkclose       trdsum  dampltd        rf  \\\n 206      600406  2013-01-07     15.40  269886052.0   2.4312  0.000107   \n 319      600406  2013-01-08     16.43  530147425.0   6.7532  0.000107   \n 432      600406  2013-01-09     16.90  575620300.0   6.9385  0.000107   \n 545      600406  2013-01-10     16.84  217537508.0   2.1893  0.000107   \n 658      600406  2013-01-11     16.62  250997135.0   3.3848  0.000107   \n ...         ...         ...       ...          ...      ...       ...   \n 385823   600406  2023-03-27     27.62  701751929.0   3.0094  0.000067   \n 385961   600406  2023-03-28     27.66  815654648.0   2.7516  0.000067   \n 386099   600406  2023-03-29     27.38  374361577.0   2.3861  0.000067   \n 386237   600406  2023-03-30     27.55  344477889.0   1.5705  0.000067   \n 386375   600406  2023-03-31     27.11  422097223.0   2.2868  0.000067   \n \n         RiskPremium1      SMB1      HML1      RMW1      CMA1  YYYYmm  \\\n 206         0.003761  0.010096 -0.002014 -0.004582  0.000641  201301   \n 319        -0.006667  0.012550 -0.007672 -0.001519  0.002452  201301   \n 432        -0.001212  0.002407 -0.003288  0.001126 -0.000336  201301   \n 545         0.003885  0.002622  0.004782 -0.003027  0.000300  201301   \n 658        -0.016251 -0.004473  0.000358 -0.000219 -0.008375  201301   \n ...              ...       ...       ...       ...       ...     ...   \n 385823     -0.006374  0.002265 -0.003920 -0.000093 -0.003669  202303   \n 385961      0.000790 -0.005440  0.003884  0.000231  0.002473  202303   \n 386099     -0.002534 -0.005063 -0.004080 -0.000682 -0.001761  202303   \n 386237      0.005986 -0.012989 -0.000733  0.008088 -0.001436  202303   \n 386375      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n \n         indexclose   stkdret  indexdret  \n 206      2285.3640 -0.014825   0.003670  \n 319      2276.0700  0.064741  -0.004075  \n 432      2275.3400  0.028205  -0.000321  \n 545      2283.6580 -0.003557   0.003649  \n 658      2242.9970 -0.013150  -0.017966  \n ...            ...       ...        ...  \n 385823   3251.3971  0.001449  -0.004375  \n 385961   3245.3760  0.001447  -0.001854  \n 386099   3240.0568 -0.010175  -0.001640  \n 386237   3261.2485  0.006190   0.006519  \n 386375   3272.8602 -0.016100   0.003554  \n \n [2829 rows x 15 columns],\n 600410:         stkcode        date  stkclose       trdsum  dampltd        rf  \\\n 207      600410  2013-01-07      6.24   51381401.0   2.5890  0.000107   \n 320      600410  2013-01-08      6.36   76151720.0   4.3269  0.000107   \n 433      600410  2013-01-09      6.48  101807697.0   2.6730  0.000107   \n 546      600410  2013-01-10      6.54  103619238.0   3.2407  0.000107   \n 659      600410  2013-01-11      6.34   74857078.0   3.5168  0.000107   \n ...         ...         ...       ...          ...      ...       ...   \n 385824   600410  2023-03-27      7.13  743295834.0   4.6283  0.000067   \n 385962   600410  2023-03-28      7.18  600457904.0   6.0309  0.000067   \n 386100   600410  2023-03-29      7.01  396874896.0   3.7604  0.000067   \n 386238   600410  2023-03-30      6.86  328284912.0   4.4223  0.000067   \n 386376   600410  2023-03-31      6.89  282247187.0   3.9359  0.000067   \n \n         RiskPremium1      SMB1      HML1      RMW1      CMA1  YYYYmm  \\\n 207         0.003761  0.010096 -0.002014 -0.004582  0.000641  201301   \n 320        -0.006667  0.012550 -0.007672 -0.001519  0.002452  201301   \n 433        -0.001212  0.002407 -0.003288  0.001126 -0.000336  201301   \n 546         0.003885  0.002622  0.004782 -0.003027  0.000300  201301   \n 659        -0.016251 -0.004473  0.000358 -0.000219 -0.008375  201301   \n ...              ...       ...       ...       ...       ...     ...   \n 385824     -0.006374  0.002265 -0.003920 -0.000093 -0.003669  202303   \n 385962      0.000790 -0.005440  0.003884  0.000231  0.002473  202303   \n 386100     -0.002534 -0.005063 -0.004080 -0.000682 -0.001761  202303   \n 386238      0.005986 -0.012989 -0.000733  0.008088 -0.001436  202303   \n 386376      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n \n         indexclose   stkdret  indexdret  \n 207      2285.3640  0.009662   0.003670  \n 320      2276.0700  0.019048  -0.004075  \n 433      2275.3400  0.018692  -0.000321  \n 546      2283.6580  0.009217   0.003649  \n 659      2242.9970 -0.031058  -0.017966  \n ...            ...       ...        ...  \n 385824   3251.3971  0.000000  -0.004375  \n 385962   3245.3760  0.006988  -0.001854  \n 386100   3240.0568 -0.023962  -0.001640  \n 386238   3261.2485 -0.021630   0.006519  \n 386376   3272.8602  0.004364   0.003554  \n \n [2913 rows x 15 columns],\n 600446:         stkcode        date  stkclose       trdsum  dampltd        rf  \\\n 208      600446  2013-01-07      6.70   11933061.0   1.7991  0.000107   \n 321      600446  2013-01-08      6.73   25993926.0   5.9701  0.000107   \n 434      600446  2013-01-09      6.70   14961471.0   2.3774  0.000107   \n 547      600446  2013-01-10      6.71   20190948.0   3.2836  0.000107   \n 660      600446  2013-01-11      6.61   19151175.0   2.3845  0.000107   \n ...         ...         ...       ...          ...      ...       ...   \n 385825   600446  2023-03-27     14.70  719648442.0   5.4961  0.000067   \n 385963   600446  2023-03-28     14.21  463375155.0   3.1293  0.000067   \n 386101   600446  2023-03-29     14.05  274658016.0   1.9704  0.000067   \n 386239   600446  2023-03-30     13.75  271599448.0   3.0605  0.000067   \n 386377   600446  2023-03-31     14.07  268023085.0   4.7273  0.000067   \n \n         RiskPremium1      SMB1      HML1      RMW1      CMA1  YYYYmm  \\\n 208         0.003761  0.010096 -0.002014 -0.004582  0.000641  201301   \n 321        -0.006667  0.012550 -0.007672 -0.001519  0.002452  201301   \n 434        -0.001212  0.002407 -0.003288  0.001126 -0.000336  201301   \n 547         0.003885  0.002622  0.004782 -0.003027  0.000300  201301   \n 660        -0.016251 -0.004473  0.000358 -0.000219 -0.008375  201301   \n ...              ...       ...       ...       ...       ...     ...   \n 385825     -0.006374  0.002265 -0.003920 -0.000093 -0.003669  202303   \n 385963      0.000790 -0.005440  0.003884  0.000231  0.002473  202303   \n 386101     -0.002534 -0.005063 -0.004080 -0.000682 -0.001761  202303   \n 386239      0.005986 -0.012989 -0.000733  0.008088 -0.001436  202303   \n 386377      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n \n         indexclose   stkdret  indexdret  \n 208      2285.3640  0.004488   0.003670  \n 321      2276.0700  0.004468  -0.004075  \n 434      2275.3400 -0.004468  -0.000321  \n 547      2283.6580  0.001491   0.003649  \n 660      2242.9970 -0.015015  -0.017966  \n ...            ...       ...        ...  \n 385825   3251.3971  0.048076  -0.004375  \n 385963   3245.3760 -0.033902  -0.001854  \n 386101   3240.0568 -0.011324  -0.001640  \n 386239   3261.2485 -0.021584   0.006519  \n 386377   3272.8602  0.023006   0.003554  \n \n [2850 rows x 15 columns],\n 600476:         stkcode        date  stkclose       trdsum  dampltd        rf  \\\n 209      600476  2013-01-07      6.96    9448707.0   2.8450  0.000107   \n 322      600476  2013-01-08      6.97    9295868.0   2.0115  0.000107   \n 435      600476  2013-01-09      7.07    9802923.0   3.0129  0.000107   \n 548      600476  2013-01-10      7.03   10457373.0   2.2631  0.000107   \n 661      600476  2013-01-11      6.93   12219753.0   4.5519  0.000107   \n ...         ...         ...       ...          ...      ...       ...   \n 385826   600476  2023-03-27     19.18  176266145.0   3.5567  0.000067   \n 385964   600476  2023-03-28     19.02  209623181.0   5.4745  0.000067   \n 386102   600476  2023-03-29     19.28  259344772.0   3.5752  0.000067   \n 386240   600476  2023-03-30     18.40  243086155.0   6.2241  0.000067   \n 386378   600476  2023-03-31     18.72  150659433.0   4.4022  0.000067   \n \n         RiskPremium1      SMB1      HML1      RMW1      CMA1  YYYYmm  \\\n 209         0.003761  0.010096 -0.002014 -0.004582  0.000641  201301   \n 322        -0.006667  0.012550 -0.007672 -0.001519  0.002452  201301   \n 435        -0.001212  0.002407 -0.003288  0.001126 -0.000336  201301   \n 548         0.003885  0.002622  0.004782 -0.003027  0.000300  201301   \n 661        -0.016251 -0.004473  0.000358 -0.000219 -0.008375  201301   \n ...              ...       ...       ...       ...       ...     ...   \n 385826     -0.006374  0.002265 -0.003920 -0.000093 -0.003669  202303   \n 385964      0.000790 -0.005440  0.003884  0.000231  0.002473  202303   \n 386102     -0.002534 -0.005063 -0.004080 -0.000682 -0.001761  202303   \n 386240      0.005986 -0.012989 -0.000733  0.008088 -0.001436  202303   \n 386378      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n \n         indexclose   stkdret  indexdret  \n 209      2285.3640 -0.010007   0.003670  \n 322      2276.0700  0.001436  -0.004075  \n 435      2275.3400  0.014245  -0.000321  \n 548      2283.6580 -0.005674   0.003649  \n 661      2242.9970 -0.014327  -0.017966  \n ...            ...       ...        ...  \n 385826   3251.3971 -0.011405  -0.004375  \n 385964   3245.3760 -0.008377  -0.001854  \n 386102   3240.0568  0.013577  -0.001640  \n 386240   3261.2485 -0.046718   0.006519  \n 386378   3272.8602  0.017242   0.003554  \n \n [2962 rows x 15 columns],\n 600536:         stkcode        date  stkclose        trdsum  dampltd        rf  \\\n 323      600536  2013-01-08     10.83  3.064199e+07   4.7170  0.000107   \n 436      600536  2013-01-09     11.02  3.720377e+07   4.4321  0.000107   \n 549      600536  2013-01-10     11.46  4.682530e+07   6.1706  0.000107   \n 662      600536  2013-01-11     11.00  3.149274e+07   4.1012  0.000107   \n 775      600536  2013-01-14     11.36  3.108840e+07   5.1818  0.000107   \n ...         ...         ...       ...           ...      ...       ...   \n 385827   600536  2023-03-27     69.02  1.959766e+09   5.5007  0.000067   \n 385965   600536  2023-03-28     69.62  1.861672e+09   4.9116  0.000067   \n 386103   600536  2023-03-29     67.60  2.147281e+09   4.7113  0.000067   \n 386241   600536  2023-03-30     66.48  1.290349e+09   2.7515  0.000067   \n 386379   600536  2023-03-31     68.83  1.677464e+09   4.6631  0.000067   \n \n         RiskPremium1      SMB1      HML1      RMW1      CMA1  YYYYmm  \\\n 323        -0.006667  0.012550 -0.007672 -0.001519  0.002452  201301   \n 436        -0.001212  0.002407 -0.003288  0.001126 -0.000336  201301   \n 549         0.003885  0.002622  0.004782 -0.003027  0.000300  201301   \n 662        -0.016251 -0.004473  0.000358 -0.000219 -0.008375  201301   \n 775         0.030524  0.002484 -0.001369 -0.002640  0.000791  201301   \n ...              ...       ...       ...       ...       ...     ...   \n 385827     -0.006374  0.002265 -0.003920 -0.000093 -0.003669  202303   \n 385965      0.000790 -0.005440  0.003884  0.000231  0.002473  202303   \n 386103     -0.002534 -0.005063 -0.004080 -0.000682 -0.001761  202303   \n 386241      0.005986 -0.012989 -0.000733  0.008088 -0.001436  202303   \n 386379      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n \n         indexclose   stkdret  indexdret  \n 323      2276.0700  0.021466  -0.000405  \n 436      2275.3400  0.017392  -0.000321  \n 549      2283.6580  0.039151   0.003649  \n 662      2242.9970 -0.040967  -0.017966  \n 775      2311.7400  0.032203   0.030188  \n ...            ...       ...        ...  \n 385827   3251.3971 -0.026874  -0.004375  \n 385965   3245.3760  0.008656  -0.001854  \n 386103   3240.0568 -0.029444  -0.001640  \n 386241   3261.2485 -0.016707   0.006519  \n 386379   3272.8602  0.034739   0.003554  \n \n [2962 rows x 15 columns],\n 600570:         stkcode        date  stkclose        trdsum  dampltd        rf  \\\n 211      600570  2013-01-07     11.45  1.604055e+08   5.9875  0.000107   \n 324      600570  2013-01-08     11.78  1.086592e+08   5.0655  0.000107   \n 437      600570  2013-01-09     11.90  7.209351e+07   3.8200  0.000107   \n 550      600570  2013-01-10     11.77  6.101945e+07   3.1933  0.000107   \n 663      600570  2013-01-11     11.52  4.358054e+07   4.1631  0.000107   \n ...         ...         ...       ...           ...      ...       ...   \n 385828   600570  2023-03-27     50.60  3.367184e+09  10.4219  0.000067   \n 385966   600570  2023-03-28     49.00  1.415659e+09   3.3992  0.000067   \n 386104   600570  2023-03-29     48.93  1.096812e+09   3.8571  0.000067   \n 386242   600570  2023-03-30     48.38  7.565914e+08   2.8408  0.000067   \n 386380   600570  2023-03-31     53.22  2.694879e+09  11.8231  0.000067   \n \n         RiskPremium1      SMB1      HML1      RMW1      CMA1  YYYYmm  \\\n 211         0.003761  0.010096 -0.002014 -0.004582  0.000641  201301   \n 324        -0.006667  0.012550 -0.007672 -0.001519  0.002452  201301   \n 437        -0.001212  0.002407 -0.003288  0.001126 -0.000336  201301   \n 550         0.003885  0.002622  0.004782 -0.003027  0.000300  201301   \n 663        -0.016251 -0.004473  0.000358 -0.000219 -0.008375  201301   \n ...              ...       ...       ...       ...       ...     ...   \n 385828     -0.006374  0.002265 -0.003920 -0.000093 -0.003669  202303   \n 385966      0.000790 -0.005440  0.003884  0.000231  0.002473  202303   \n 386104     -0.002534 -0.005063 -0.004080 -0.000682 -0.001761  202303   \n 386242      0.005986 -0.012989 -0.000733  0.008088 -0.001436  202303   \n 386380      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n \n         indexclose   stkdret  indexdret  \n 211      2285.3640  0.022969   0.003670  \n 324      2276.0700  0.028413  -0.004075  \n 437      2275.3400  0.010135  -0.000321  \n 550      2283.6580 -0.010984   0.003649  \n 663      2242.9970 -0.021469  -0.017966  \n ...            ...       ...        ...  \n 385828   3251.3971  0.065329  -0.004375  \n 385966   3245.3760 -0.032131  -0.001854  \n 386104   3240.0568 -0.001430  -0.001640  \n 386242   3261.2485 -0.011304   0.006519  \n 386380   3272.8602  0.095348   0.003554  \n \n [2911 rows x 15 columns],\n 600571:         stkcode        date  stkclose       trdsum  dampltd        rf  \\\n 212      600571  2013-01-07      8.67   10145925.0   2.2067  0.000107   \n 325      600571  2013-01-08      8.75   12718905.0   2.4221  0.000107   \n 438      600571  2013-01-09      8.73   12792159.0   2.2857  0.000107   \n 551      600571  2013-01-10      8.69    9439236.0   1.7182  0.000107   \n 664      600571  2013-01-11      8.53   12140651.0   2.8769  0.000107   \n ...         ...         ...       ...          ...      ...       ...   \n 385829   600571  2023-03-27     11.69  506157574.0   4.4815  0.000067   \n 385967   600571  2023-03-28     11.20  306513088.0   4.4482  0.000067   \n 386105   600571  2023-03-29     11.01  216827349.0   2.8571  0.000067   \n 386243   600571  2023-03-30     10.85  176538717.0   3.1789  0.000067   \n 386381   600571  2023-03-31     11.45  325713498.0   7.0968  0.000067   \n \n         RiskPremium1      SMB1      HML1      RMW1      CMA1  YYYYmm  \\\n 212         0.003761  0.010096 -0.002014 -0.004582  0.000641  201301   \n 325        -0.006667  0.012550 -0.007672 -0.001519  0.002452  201301   \n 438        -0.001212  0.002407 -0.003288  0.001126 -0.000336  201301   \n 551         0.003885  0.002622  0.004782 -0.003027  0.000300  201301   \n 664        -0.016251 -0.004473  0.000358 -0.000219 -0.008375  201301   \n ...              ...       ...       ...       ...       ...     ...   \n 385829     -0.006374  0.002265 -0.003920 -0.000093 -0.003669  202303   \n 385967      0.000790 -0.005440  0.003884  0.000231  0.002473  202303   \n 386105     -0.002534 -0.005063 -0.004080 -0.000682 -0.001761  202303   \n 386243      0.005986 -0.012989 -0.000733  0.008088 -0.001436  202303   \n 386381      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n \n         indexclose   stkdret  indexdret  \n 212      2285.3640  0.006944   0.003670  \n 325      2276.0700  0.009185  -0.004075  \n 438      2275.3400 -0.002288  -0.000321  \n 551      2283.6580 -0.004592   0.003649  \n 664      2242.9970 -0.018584  -0.017966  \n ...            ...       ...        ...  \n 385829   3251.3971  0.026876  -0.004375  \n 385967   3245.3760 -0.042820  -0.001854  \n 386105   3240.0568 -0.017110  -0.001640  \n 386243   3261.2485 -0.014639   0.006519  \n 386381   3272.8602  0.053825   0.003554  \n \n [2805 rows x 15 columns],\n 600588:         stkcode        date  stkclose        trdsum  dampltd        rf  \\\n 213      600588  2013-01-07     10.33  2.850797e+08   7.5742  0.000107   \n 326      600588  2013-01-08     10.31  2.217453e+08   4.0658  0.000107   \n 439      600588  2013-01-09     10.16  1.254751e+08   2.4248  0.000107   \n 552      600588  2013-01-10     10.22  1.231748e+08   2.8543  0.000107   \n 665      600588  2013-01-11     10.14  1.479947e+08   3.8160  0.000107   \n ...         ...         ...       ...           ...      ...       ...   \n 385830   600588  2023-03-27     25.25  2.228155e+09   6.9257  0.000067   \n 385968   600588  2023-03-28     25.20  1.562892e+09   5.0297  0.000067   \n 386106   600588  2023-03-29     24.36  1.617212e+09   4.1270  0.000067   \n 386244   600588  2023-03-30     23.74  1.320641e+09   3.6125  0.000067   \n 386382   600588  2023-03-31     25.15  2.084066e+09   8.7616  0.000067   \n \n         RiskPremium1      SMB1      HML1      RMW1      CMA1  YYYYmm  \\\n 213         0.003761  0.010096 -0.002014 -0.004582  0.000641  201301   \n 326        -0.006667  0.012550 -0.007672 -0.001519  0.002452  201301   \n 439        -0.001212  0.002407 -0.003288  0.001126 -0.000336  201301   \n 552         0.003885  0.002622  0.004782 -0.003027  0.000300  201301   \n 665        -0.016251 -0.004473  0.000358 -0.000219 -0.008375  201301   \n ...              ...       ...       ...       ...       ...     ...   \n 385830     -0.006374  0.002265 -0.003920 -0.000093 -0.003669  202303   \n 385968      0.000790 -0.005440  0.003884  0.000231  0.002473  202303   \n 386106     -0.002534 -0.005063 -0.004080 -0.000682 -0.001761  202303   \n 386244      0.005986 -0.012989 -0.000733  0.008088 -0.001436  202303   \n 386382      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n \n         indexclose   stkdret  indexdret  \n 213      2285.3640  0.055736   0.003670  \n 326      2276.0700 -0.001938  -0.004075  \n 439      2275.3400 -0.014656  -0.000321  \n 552      2283.6580  0.005888   0.003649  \n 665      2242.9970 -0.007859  -0.017966  \n ...            ...       ...        ...  \n 385830   3251.3971 -0.028886  -0.004375  \n 385968   3245.3760 -0.001982  -0.001854  \n 386106   3240.0568 -0.033902  -0.001640  \n 386244   3261.2485 -0.025781   0.006519  \n 386382   3272.8602  0.057697   0.003554  \n \n [2952 rows x 15 columns],\n 600637:         stkcode        date  stkclose       trdsum  dampltd        rf  \\\n 214      600637  2013-01-07     15.99   68460136.0   1.8715  0.000107   \n 327      600637  2013-01-08     16.18  144303561.0   4.3777  0.000107   \n 440      600637  2013-01-09     16.11   93743760.0   1.6069  0.000107   \n 553      600637  2013-01-10     15.81  146129784.0   2.6071  0.000107   \n 666      600637  2013-01-11     15.60  150317678.0   2.4668  0.000107   \n ...         ...         ...       ...          ...      ...       ...   \n 385831   600637  2023-03-27      8.14  505074107.0   3.9663  0.000067   \n 385969   600637  2023-03-28      8.10  332945500.0   2.3342  0.000067   \n 386107   600637  2023-03-29      8.17  437302428.0   2.8395  0.000067   \n 386245   600637  2023-03-30      7.82  584708866.0   5.0184  0.000067   \n 386383   600637  2023-03-31      8.14  448462525.0   5.8824  0.000067   \n \n         RiskPremium1      SMB1      HML1      RMW1      CMA1  YYYYmm  \\\n 214         0.003761  0.010096 -0.002014 -0.004582  0.000641  201301   \n 327        -0.006667  0.012550 -0.007672 -0.001519  0.002452  201301   \n 440        -0.001212  0.002407 -0.003288  0.001126 -0.000336  201301   \n 553         0.003885  0.002622  0.004782 -0.003027  0.000300  201301   \n 666        -0.016251 -0.004473  0.000358 -0.000219 -0.008375  201301   \n ...              ...       ...       ...       ...       ...     ...   \n 385831     -0.006374  0.002265 -0.003920 -0.000093 -0.003669  202303   \n 385969      0.000790 -0.005440  0.003884  0.000231  0.002473  202303   \n 386107     -0.002534 -0.005063 -0.004080 -0.000682 -0.001761  202303   \n 386245      0.005986 -0.012989 -0.000733  0.008088 -0.001436  202303   \n 386383      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n \n         indexclose   stkdret  indexdret  \n 214      2285.3640 -0.002498   0.003670  \n 327      2276.0700  0.011812  -0.004075  \n 440      2275.3400 -0.004336  -0.000321  \n 553      2283.6580 -0.018798   0.003649  \n 666      2242.9970 -0.013372  -0.017966  \n ...            ...       ...        ...  \n 385831   3251.3971 -0.021872  -0.004375  \n 385969   3245.3760 -0.004926  -0.001854  \n 386107   3240.0568  0.008605  -0.001640  \n 386245   3261.2485 -0.043784   0.006519  \n 386383   3272.8602  0.040106   0.003554  \n \n [2545 rows x 15 columns],\n 600640:         stkcode        date  stkclose       trdsum  dampltd        rf  \\\n 179173   600640  2018-07-03     10.23   20272544.0   3.1156  0.000109   \n 179320   600640  2018-07-04     10.02   19924095.0   4.9853  0.000107   \n 179467   600640  2018-07-05      9.76   21458809.0   4.5908  0.000105   \n 179614   600640  2018-07-06      9.73   17774960.0   4.3033  0.000102   \n 179761   600640  2018-07-09      9.83   16766970.0   2.3638  0.000101   \n ...         ...         ...       ...          ...      ...       ...   \n 385832   600640  2023-03-27     13.45  213588674.0   3.8117  0.000067   \n 385970   600640  2023-03-28     12.90  201685638.0   4.6840  0.000067   \n 386108   600640  2023-03-29     13.11  181315341.0   5.4264  0.000067   \n 386246   600640  2023-03-30     12.75  116866528.0   4.1953  0.000067   \n 386384   600640  2023-03-31     13.35  154079921.0   6.5098  0.000067   \n \n         RiskPremium1      SMB1      HML1      RMW1      CMA1  YYYYmm  \\\n 179173      0.004276  0.012327  0.002508 -0.005535  0.001363  201807   \n 179320     -0.007164 -0.009074  0.003477  0.000163  0.003963  201807   \n 179467     -0.004707 -0.021352  0.004682  0.002555  0.003773  201807   \n 179614      0.005524 -0.001820 -0.001224  0.000225 -0.001017  201807   \n 179761      0.028405 -0.006808  0.002783  0.005306 -0.002450  201807   \n ...              ...       ...       ...       ...       ...     ...   \n 385832     -0.006374  0.002265 -0.003920 -0.000093 -0.003669  202303   \n 385970      0.000790 -0.005440  0.003884  0.000231  0.002473  202303   \n 386108     -0.002534 -0.005063 -0.004080 -0.000682 -0.001761  202303   \n 386246      0.005986 -0.012989 -0.000733  0.008088 -0.001436  202303   \n 386384      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n \n         indexclose   stkdret  indexdret  \n 179173   2786.8878  0.027752   0.004074  \n 179320   2759.1260 -0.020741  -0.010012  \n 179467   2733.8819 -0.026291  -0.009191  \n 179614   2747.2285 -0.003079   0.004870  \n 179761   2815.1095  0.010225   0.024409  \n ...            ...       ...        ...  \n 385832   3251.3971  0.005218  -0.004375  \n 385970   3245.3760 -0.041752  -0.001854  \n 386108   3240.0568  0.016148  -0.001640  \n 386246   3261.2485 -0.027844   0.006519  \n 386384   3272.8602  0.045985   0.003554  \n \n [1616 rows x 15 columns],\n 600718:         stkcode        date  stkclose       trdsum  dampltd        rf  \\\n 215      600718  2013-01-07      7.59   49966625.0   3.2000  0.000107   \n 328      600718  2013-01-08      7.79   82734241.0   5.6653  0.000107   \n 441      600718  2013-01-09      7.76   71771401.0   2.5674  0.000107   \n 554      600718  2013-01-10      7.86   62737167.0   2.5773  0.000107   \n 667      600718  2013-01-11      7.63   48320591.0   3.8168  0.000107   \n ...         ...         ...       ...          ...      ...       ...   \n 385833   600718  2023-03-27     12.45  810383779.0   4.3902  0.000067   \n 385971   600718  2023-03-28     12.04  624911414.0   4.0161  0.000067   \n 386109   600718  2023-03-29     11.91  466615619.0   3.4884  0.000067   \n 386247   600718  2023-03-30     11.70  364810229.0   3.6104  0.000067   \n 386385   600718  2023-03-31     12.09  453679837.0   5.8120  0.000067   \n \n         RiskPremium1      SMB1      HML1      RMW1      CMA1  YYYYmm  \\\n 215         0.003761  0.010096 -0.002014 -0.004582  0.000641  201301   \n 328        -0.006667  0.012550 -0.007672 -0.001519  0.002452  201301   \n 441        -0.001212  0.002407 -0.003288  0.001126 -0.000336  201301   \n 554         0.003885  0.002622  0.004782 -0.003027  0.000300  201301   \n 667        -0.016251 -0.004473  0.000358 -0.000219 -0.008375  201301   \n ...              ...       ...       ...       ...       ...     ...   \n 385833     -0.006374  0.002265 -0.003920 -0.000093 -0.003669  202303   \n 385971      0.000790 -0.005440  0.003884  0.000231  0.002473  202303   \n 386109     -0.002534 -0.005063 -0.004080 -0.000682 -0.001761  202303   \n 386247      0.005986 -0.012989 -0.000733  0.008088 -0.001436  202303   \n 386385      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n \n         indexclose   stkdret  indexdret  \n 215      2285.3640  0.011929   0.003670  \n 328      2276.0700  0.026009  -0.004075  \n 441      2275.3400 -0.003859  -0.000321  \n 554      2283.6580  0.012804   0.003649  \n 667      2242.9970 -0.029699  -0.017966  \n ...            ...       ...        ...  \n 385833   3251.3971  0.012121  -0.004375  \n 385971   3245.3760 -0.033486  -0.001854  \n 386109   3240.0568 -0.010856  -0.001640  \n 386247   3261.2485 -0.017790   0.006519  \n 386385   3272.8602  0.032790   0.003554  \n \n [2956 rows x 15 columns],\n 600728:         stkcode        date  stkclose       trdsum  dampltd        rf  \\\n 5753     600728  2013-03-22     10.43     895290.0   0.0000  0.000106   \n 5866     600728  2013-03-25     11.47   11169761.0   0.0000  0.000106   \n 5979     600728  2013-03-26     12.25  445365367.0   6.1029  0.000106   \n 6092     600728  2013-03-27     12.03  260066175.0   7.1837  0.000106   \n 6205     600728  2013-03-28     11.43  182087265.0   6.8994  0.000106   \n ...         ...         ...       ...          ...      ...       ...   \n 385834   600728  2023-03-27      7.05  459740457.0   3.4833  0.000067   \n 385972   600728  2023-03-28      7.16  714943941.0   4.9645  0.000067   \n 386110   600728  2023-03-29      7.13  357108455.0   2.6536  0.000067   \n 386248   600728  2023-03-30      6.95  378021647.0   3.9271  0.000067   \n 386386   600728  2023-03-31      7.30  514990897.0   7.9137  0.000067   \n \n         RiskPremium1      SMB1      HML1      RMW1      CMA1  YYYYmm  \\\n 5753        0.001640  0.002853  0.000798 -0.001559  0.001963  201303   \n 5866        0.000137  0.001730 -0.001508  0.000962  0.000143  201303   \n 5979       -0.013304  0.005551 -0.002064 -0.001941  0.002448  201303   \n 6092        0.001909  0.000997 -0.001826 -0.000828 -0.001160  201303   \n 6205       -0.027676 -0.009156 -0.002676  0.005501 -0.002790  201303   \n ...              ...       ...       ...       ...       ...     ...   \n 385834     -0.006374  0.002265 -0.003920 -0.000093 -0.003669  202303   \n 385972      0.000790 -0.005440  0.003884  0.000231  0.002473  202303   \n 386110     -0.002534 -0.005063 -0.004080 -0.000682 -0.001761  202303   \n 386248      0.005986 -0.012989 -0.000733  0.008088 -0.001436  202303   \n 386386      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n \n         indexclose   stkdret  indexdret  \n 5753     2328.2780  0.095502   0.001735  \n 5866     2326.7150  0.095049  -0.000672  \n 5979     2297.6690  0.065791  -0.012562  \n 6092     2301.2590 -0.018122   0.001561  \n 6205     2236.3020 -0.051162  -0.028633  \n ...            ...       ...        ...  \n 385834   3251.3971  0.022957  -0.004375  \n 385972   3245.3760  0.015482  -0.001854  \n 386110   3240.0568 -0.004199  -0.001640  \n 386248   3261.2485 -0.025570   0.006519  \n 386386   3272.8602  0.049133   0.003554  \n \n [2700 rows x 15 columns],\n 600756:         stkcode        date  stkclose       trdsum  dampltd        rf  \\\n 217      600756  2013-01-07      8.50   71406117.0   4.1766  0.000107   \n 330      600756  2013-01-08      8.63   94019258.0   3.4118  0.000107   \n 443      600756  2013-01-09      8.58   89864694.0   3.3604  0.000107   \n 556      600756  2013-01-10      8.73  125925744.0   4.8951  0.000107   \n 669      600756  2013-01-11      8.43   86379452.0   4.9255  0.000107   \n ...         ...         ...       ...          ...      ...       ...   \n 385835   600756  2023-03-27     17.83  446113910.0   2.8146  0.000067   \n 385973   600756  2023-03-28     17.68  393578292.0   4.9355  0.000067   \n 386111   600756  2023-03-29     17.46  310480377.0   3.8462  0.000067   \n 386249   600756  2023-03-30     17.24  265787711.0   3.8373  0.000067   \n 386387   600756  2023-03-31     17.73  271660946.0   3.8283  0.000067   \n \n         RiskPremium1      SMB1      HML1      RMW1      CMA1  YYYYmm  \\\n 217         0.003761  0.010096 -0.002014 -0.004582  0.000641  201301   \n 330        -0.006667  0.012550 -0.007672 -0.001519  0.002452  201301   \n 443        -0.001212  0.002407 -0.003288  0.001126 -0.000336  201301   \n 556         0.003885  0.002622  0.004782 -0.003027  0.000300  201301   \n 669        -0.016251 -0.004473  0.000358 -0.000219 -0.008375  201301   \n ...              ...       ...       ...       ...       ...     ...   \n 385835     -0.006374  0.002265 -0.003920 -0.000093 -0.003669  202303   \n 385973      0.000790 -0.005440  0.003884  0.000231  0.002473  202303   \n 386111     -0.002534 -0.005063 -0.004080 -0.000682 -0.001761  202303   \n 386249      0.005986 -0.012989 -0.000733  0.008088 -0.001436  202303   \n 386387      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n \n         indexclose   stkdret  indexdret  \n 217      2285.3640  0.014218   0.003670  \n 330      2276.0700  0.015178  -0.004075  \n 443      2275.3400 -0.005811  -0.000321  \n 556      2283.6580  0.017331   0.003649  \n 669      2242.9970 -0.034969  -0.017966  \n ...            ...       ...        ...  \n 385835   3251.3971 -0.016134  -0.004375  \n 385973   3245.3760 -0.008448  -0.001854  \n 386111   3240.0568 -0.012522  -0.001640  \n 386249   3261.2485 -0.012680   0.006519  \n 386387   3272.8602  0.028026   0.003554  \n \n [2860 rows x 15 columns],\n 600797:         stkcode        date  stkclose        trdsum  dampltd        rf  \\\n 218      600797  2013-01-07      4.28  2.344121e+07   1.8824  0.000107   \n 331      600797  2013-01-08      4.35  4.121610e+07   3.0374  0.000107   \n 444      600797  2013-01-09      4.56  1.238613e+08   6.8966  0.000107   \n 557      600797  2013-01-10      4.48  5.757791e+07   3.2895  0.000107   \n 670      600797  2013-01-11      4.40  6.088575e+07   4.6875  0.000107   \n ...         ...         ...       ...           ...      ...       ...   \n 385836   600797  2023-03-27      8.72  1.301353e+09   9.9143  0.000067   \n 385974   600797  2023-03-28      8.29  8.428992e+08   4.3578  0.000067   \n 386112   600797  2023-03-29      8.15  6.487963e+08   4.8251  0.000067   \n 386250   600797  2023-03-30      7.91  5.231952e+08   5.3988  0.000067   \n 386388   600797  2023-03-31      8.14  4.496386e+08   4.8040  0.000067   \n \n         RiskPremium1      SMB1      HML1      RMW1      CMA1  YYYYmm  \\\n 218         0.003761  0.010096 -0.002014 -0.004582  0.000641  201301   \n 331        -0.006667  0.012550 -0.007672 -0.001519  0.002452  201301   \n 444        -0.001212  0.002407 -0.003288  0.001126 -0.000336  201301   \n 557         0.003885  0.002622  0.004782 -0.003027  0.000300  201301   \n 670        -0.016251 -0.004473  0.000358 -0.000219 -0.008375  201301   \n ...              ...       ...       ...       ...       ...     ...   \n 385836     -0.006374  0.002265 -0.003920 -0.000093 -0.003669  202303   \n 385974      0.000790 -0.005440  0.003884  0.000231  0.002473  202303   \n 386112     -0.002534 -0.005063 -0.004080 -0.000682 -0.001761  202303   \n 386250      0.005986 -0.012989 -0.000733  0.008088 -0.001436  202303   \n 386388      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n \n         indexclose   stkdret  indexdret  \n 218      2285.3640  0.007034   0.003670  \n 331      2276.0700  0.016223  -0.004075  \n 444      2275.3400  0.047147  -0.000321  \n 557      2283.6580 -0.017700   0.003649  \n 670      2242.9970 -0.018019  -0.017966  \n ...            ...       ...        ...  \n 385836   3251.3971  0.065150  -0.004375  \n 385974   3245.3760 -0.050569  -0.001854  \n 386112   3240.0568 -0.017032  -0.001640  \n 386250   3261.2485 -0.029890   0.006519  \n 386388   3272.8602  0.028662   0.003554  \n \n [2830 rows x 15 columns],\n 600804:         stkcode        date  stkclose       trdsum  dampltd        rf  \\\n 219      600804  2013-01-07      6.13  136330450.0   3.3613  0.000107   \n 332      600804  2013-01-08      6.14  129321513.0   2.7732  0.000107   \n 445      600804  2013-01-09      6.45  319671978.0   8.6319  0.000107   \n 558      600804  2013-01-10      6.39  165442404.0   3.4109  0.000107   \n 671      600804  2013-01-11      6.22  155896030.0   5.6338  0.000107   \n ...         ...         ...       ...          ...      ...       ...   \n 354579   600804  2022-04-21      5.38  210343352.0   6.6202  0.000063   \n 354721   600804  2022-04-22      5.33  132001358.0   2.7881  0.000063   \n 354863   600804  2022-04-25      4.81  214017840.0   8.6304  0.000062   \n 355005   600804  2022-04-26      4.56  176509331.0   6.8607  0.000062   \n 355147   600804  2022-04-27      4.71  220837704.0   8.5526  0.000061   \n \n         RiskPremium1      SMB1      HML1      RMW1      CMA1  YYYYmm  \\\n 219         0.003761  0.010096 -0.002014 -0.004582  0.000641  201301   \n 332        -0.006667  0.012550 -0.007672 -0.001519  0.002452  201301   \n 445        -0.001212  0.002407 -0.003288  0.001126 -0.000336  201301   \n 558         0.003885  0.002622  0.004782 -0.003027  0.000300  201301   \n 671        -0.016251 -0.004473  0.000358 -0.000219 -0.008375  201301   \n ...              ...       ...       ...       ...       ...     ...   \n 354579     -0.016462 -0.017199  0.002065  0.005562 -0.008374  202204   \n 354721      0.007378 -0.013330  0.011390  0.001052  0.001870  202204   \n 354863     -0.046321 -0.021524  0.011949  0.004015 -0.003004  202204   \n 355005     -0.013891 -0.024200  0.001593  0.010310 -0.009932  202204   \n 355147      0.020818 -0.004447 -0.013508  0.006960 -0.004059  202204   \n \n         indexclose   stkdret  indexdret  \n 219      2285.3640  0.029804   0.003670  \n 332      2276.0700  0.001630  -0.004075  \n 445      2275.3400  0.049255  -0.000321  \n 558      2283.6580 -0.009346   0.003649  \n 671      2242.9970 -0.026964  -0.017966  \n ...            ...       ...        ...  \n 354579   3079.8077 -0.064771  -0.022869  \n 354721   3086.9193 -0.009337   0.002306  \n 354863   2928.5118 -0.102654  -0.052679  \n 355005   2886.4257 -0.053374  -0.014475  \n 355147   2958.2820  0.032365   0.024590  \n \n [2677 rows x 15 columns],\n 600831:         stkcode        date  stkclose       trdsum  dampltd        rf  \\\n 220      600831  2013-01-07      6.58   34141239.0   2.3112  0.000107   \n 333      600831  2013-01-08      6.68   64189778.0   3.7994  0.000107   \n 446      600831  2013-01-09      6.71   57086890.0   2.5449  0.000107   \n 559      600831  2013-01-10      6.89   88076155.0   3.5768  0.000107   \n 672      600831  2013-01-11      6.63  105395567.0   5.3701  0.000107   \n ...         ...         ...       ...          ...      ...       ...   \n 385837   600831  2023-03-27      6.99  334214555.0   7.3574  0.000067   \n 385975   600831  2023-03-28      6.68  260011593.0   3.5765  0.000067   \n 386113   600831  2023-03-29      6.70  138118289.0   3.1437  0.000067   \n 386251   600831  2023-03-30      6.46  157695699.0   5.2239  0.000067   \n 386389   600831  2023-03-31      6.61  123184478.0   3.7152  0.000067   \n \n         RiskPremium1      SMB1      HML1      RMW1      CMA1  YYYYmm  \\\n 220         0.003761  0.010096 -0.002014 -0.004582  0.000641  201301   \n 333        -0.006667  0.012550 -0.007672 -0.001519  0.002452  201301   \n 446        -0.001212  0.002407 -0.003288  0.001126 -0.000336  201301   \n 559         0.003885  0.002622  0.004782 -0.003027  0.000300  201301   \n 672        -0.016251 -0.004473  0.000358 -0.000219 -0.008375  201301   \n ...              ...       ...       ...       ...       ...     ...   \n 385837     -0.006374  0.002265 -0.003920 -0.000093 -0.003669  202303   \n 385975      0.000790 -0.005440  0.003884  0.000231  0.002473  202303   \n 386113     -0.002534 -0.005063 -0.004080 -0.000682 -0.001761  202303   \n 386251      0.005986 -0.012989 -0.000733  0.008088 -0.001436  202303   \n 386389      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n \n         indexclose   stkdret  indexdret  \n 220      2285.3640  0.013772   0.003670  \n 333      2276.0700  0.015083  -0.004075  \n 446      2275.3400  0.004481  -0.000321  \n 559      2283.6580  0.026472   0.003649  \n 672      2242.9970 -0.038466  -0.017966  \n ...            ...       ...        ...  \n 385837   3251.3971  0.048361  -0.004375  \n 385975   3245.3760 -0.045363  -0.001854  \n 386113   3240.0568  0.002990  -0.001640  \n 386251   3261.2485 -0.036478   0.006519  \n 386389   3272.8602  0.022954   0.003554  \n \n [2475 rows x 15 columns],\n 600845:         stkcode        date  stkclose       trdsum  dampltd        rf  \\\n 221      600845  2013-01-07     13.78   29152411.0   2.5604  0.000107   \n 334      600845  2013-01-08     14.15   53553796.0   3.5559  0.000107   \n 447      600845  2013-01-09     14.08   43452463.0   3.6749  0.000107   \n 560      600845  2013-01-10     14.33   34854780.0   3.1960  0.000107   \n 673      600845  2013-01-11     14.01   35864200.0   3.6985  0.000107   \n ...         ...         ...       ...          ...      ...       ...   \n 385838   600845  2023-03-27     55.89  373332059.0   3.0645  0.000067   \n 385976   600845  2023-03-28     55.60  274214529.0   2.8091  0.000067   \n 386114   600845  2023-03-29     56.29  286833707.0   2.9676  0.000067   \n 386252   600845  2023-03-30     56.33  248526445.0   1.6877  0.000067   \n 386390   600845  2023-03-31     58.20  382632871.0   5.0417  0.000067   \n \n         RiskPremium1      SMB1      HML1      RMW1      CMA1  YYYYmm  \\\n 221         0.003761  0.010096 -0.002014 -0.004582  0.000641  201301   \n 334        -0.006667  0.012550 -0.007672 -0.001519  0.002452  201301   \n 447        -0.001212  0.002407 -0.003288  0.001126 -0.000336  201301   \n 560         0.003885  0.002622  0.004782 -0.003027  0.000300  201301   \n 673        -0.016251 -0.004473  0.000358 -0.000219 -0.008375  201301   \n ...              ...       ...       ...       ...       ...     ...   \n 385838     -0.006374  0.002265 -0.003920 -0.000093 -0.003669  202303   \n 385976      0.000790 -0.005440  0.003884  0.000231  0.002473  202303   \n 386114     -0.002534 -0.005063 -0.004080 -0.000682 -0.001761  202303   \n 386252      0.005986 -0.012989 -0.000733  0.008088 -0.001436  202303   \n 386390      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n \n         indexclose   stkdret  indexdret  \n 221      2285.3640  0.008015   0.003670  \n 334      2276.0700  0.026496  -0.004075  \n 447      2275.3400 -0.004959  -0.000321  \n 560      2283.6580  0.017600   0.003649  \n 673      2242.9970 -0.022584  -0.017966  \n ...            ...       ...        ...  \n 385838   3251.3971  0.001612  -0.004375  \n 385976   3245.3760 -0.005202  -0.001854  \n 386114   3240.0568  0.012334  -0.001640  \n 386252   3261.2485  0.000710   0.006519  \n 386390   3272.8602  0.032658   0.003554  \n \n [2906 rows x 15 columns],\n 600850:         stkcode        date  stkclose       trdsum  dampltd        rf  \\\n 222      600850  2013-01-07     20.45   50336882.0   3.1437  0.000107   \n 335      600850  2013-01-08     20.83   69471873.0   3.0318  0.000107   \n 448      600850  2013-01-09     20.52   45942088.0   2.1603  0.000107   \n 561      600850  2013-01-10     20.63   39437709.0   1.6082  0.000107   \n 674      600850  2013-01-11     20.98   92867636.0   5.1866  0.000107   \n ...         ...         ...       ...          ...      ...       ...   \n 385839   600850  2023-03-27     27.61  353165550.0   4.0147  0.000067   \n 385977   600850  2023-03-28     28.48  465626533.0   6.3383  0.000067   \n 386115   600850  2023-03-29     27.96  325659700.0   3.2303  0.000067   \n 386253   600850  2023-03-30     27.20  283466340.0   3.6481  0.000067   \n 386391   600850  2023-03-31     27.50  333401762.0   4.9632  0.000067   \n \n         RiskPremium1      SMB1      HML1      RMW1      CMA1  YYYYmm  \\\n 222         0.003761  0.010096 -0.002014 -0.004582  0.000641  201301   \n 335        -0.006667  0.012550 -0.007672 -0.001519  0.002452  201301   \n 448        -0.001212  0.002407 -0.003288  0.001126 -0.000336  201301   \n 561         0.003885  0.002622  0.004782 -0.003027  0.000300  201301   \n 674        -0.016251 -0.004473  0.000358 -0.000219 -0.008375  201301   \n ...              ...       ...       ...       ...       ...     ...   \n 385839     -0.006374  0.002265 -0.003920 -0.000093 -0.003669  202303   \n 385977      0.000790 -0.005440  0.003884  0.000231  0.002473  202303   \n 386115     -0.002534 -0.005063 -0.004080 -0.000682 -0.001761  202303   \n 386253      0.005986 -0.012989 -0.000733  0.008088 -0.001436  202303   \n 386391      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n \n         indexclose   stkdret  indexdret  \n 222      2285.3640  0.020253   0.003670  \n 335      2276.0700  0.018411  -0.004075  \n 448      2275.3400 -0.014994  -0.000321  \n 561      2283.6580  0.005346   0.003649  \n 674      2242.9970  0.016823  -0.017966  \n ...            ...       ...        ...  \n 385839   3251.3971  0.016801  -0.004375  \n 385977   3245.3760  0.031024  -0.001854  \n 386115   3240.0568 -0.018427  -0.001640  \n 386253   3261.2485 -0.027558   0.006519  \n 386391   3272.8602  0.010969   0.003554  \n \n [2333 rows x 15 columns],\n 600959:         stkcode        date  stkclose       trdsum  dampltd        rf  \\\n 67299    600959  2015-04-30      9.54     861939.0   0.0000  0.000109   \n 67434    600959  2015-05-04     10.49    1458635.0   0.0000  0.000107   \n 67569    600959  2015-05-05     11.54    4790254.0   0.0000  0.000106   \n 67704    600959  2015-05-06     12.69    7861455.0   0.0000  0.000105   \n 67839    600959  2015-05-07     13.96   21126561.0   0.0000  0.000105   \n ...         ...         ...       ...          ...      ...       ...   \n 385840   600959  2023-03-27      3.38  170969544.0   2.3810  0.000067   \n 385978   600959  2023-03-28      3.36  134741769.0   2.3669  0.000067   \n 386116   600959  2023-03-29      3.36  177617779.0   2.6786  0.000067   \n 386254   600959  2023-03-30      3.30  157048738.0   2.6786  0.000067   \n 386392   600959  2023-03-31      3.37  153489504.0   2.7273  0.000067   \n \n         RiskPremium1      SMB1      HML1      RMW1      CMA1  YYYYmm  \\\n 67299      -0.009757  0.010913 -0.005322  0.002328  0.001751  201504   \n 67434       0.009113 -0.000266  0.001532 -0.003052  0.003936  201505   \n 67569      -0.042359  0.001808 -0.011399  0.003672  0.000380  201505   \n 67704      -0.015912 -0.005584 -0.010730  0.002100 -0.003546  201505   \n 67839      -0.028994 -0.001168 -0.005867  0.007413 -0.006755  201505   \n ...              ...       ...       ...       ...       ...     ...   \n 385840     -0.006374  0.002265 -0.003920 -0.000093 -0.003669  202303   \n 385978      0.000790 -0.005440  0.003884  0.000231  0.002473  202303   \n 386116     -0.002534 -0.005063 -0.004080 -0.000682 -0.001761  202303   \n 386254      0.005986 -0.012989 -0.000733  0.008088 -0.001436  202303   \n 386392      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n \n         indexclose   stkdret  indexdret  \n 67299    4441.6550  0.095625  -0.007841  \n 67434    4480.4640  0.094929   0.008700  \n 67569    4298.7060  0.095397  -0.041413  \n 67704    4229.2660  0.094995  -0.016286  \n 67839    4112.2140  0.095382  -0.028067  \n ...            ...       ...        ...  \n 385840   3251.3971  0.005935  -0.004375  \n 385978   3245.3760 -0.005935  -0.001854  \n 386116   3240.0568  0.000000  -0.001640  \n 386254   3261.2485 -0.018019   0.006519  \n 386392   3272.8602  0.020990   0.003554  \n \n [1827 rows x 15 columns],\n 601929:         stkcode        date  stkclose       trdsum  dampltd        rf  \\\n 223      601929  2013-01-07      7.18  100052466.0   2.6723  0.000107   \n 449      601929  2013-01-09      7.23  229596876.0   7.5209  0.000107   \n 562      601929  2013-01-10      7.32  141042472.0   3.0429  0.000107   \n 675      601929  2013-01-11      7.10  152870480.0   4.6448  0.000107   \n 788      601929  2013-01-14      7.30  146837491.0   4.5070  0.000107   \n ...         ...         ...       ...          ...      ...       ...   \n 385841   601929  2023-03-27      2.20  141254219.0   2.2936  0.000067   \n 385979   601929  2023-03-28      2.17  130017710.0   3.1818  0.000067   \n 386117   601929  2023-03-29      2.16  138666167.0   2.7650  0.000067   \n 386255   601929  2023-03-30      2.11  119354955.0   3.7037  0.000067   \n 386393   601929  2023-03-31      2.18  167573543.0   5.2133  0.000067   \n \n         RiskPremium1      SMB1      HML1      RMW1      CMA1  YYYYmm  \\\n 223         0.003761  0.010096 -0.002014 -0.004582  0.000641  201301   \n 449        -0.001212  0.002407 -0.003288  0.001126 -0.000336  201301   \n 562         0.003885  0.002622  0.004782 -0.003027  0.000300  201301   \n 675        -0.016251 -0.004473  0.000358 -0.000219 -0.008375  201301   \n 788         0.030524  0.002484 -0.001369 -0.002640  0.000791  201301   \n ...              ...       ...       ...       ...       ...     ...   \n 385841     -0.006374  0.002265 -0.003920 -0.000093 -0.003669  202303   \n 385979      0.000790 -0.005440  0.003884  0.000231  0.002473  202303   \n 386117     -0.002534 -0.005063 -0.004080 -0.000682 -0.001761  202303   \n 386255      0.005986 -0.012989 -0.000733  0.008088 -0.001436  202303   \n 386393      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n \n         indexclose   stkdret  indexdret  \n 223      2285.3640  0.009797   0.003670  \n 449      2275.3400  0.006940  -0.004396  \n 562      2283.6580  0.012371   0.003649  \n 675      2242.9970 -0.030516  -0.017966  \n 788      2311.7400  0.027780   0.030188  \n ...            ...       ...        ...  \n 385841   3251.3971  0.009132  -0.004375  \n 385979   3245.3760 -0.013730  -0.001854  \n 386117   3240.0568 -0.004619  -0.001640  \n 386255   3261.2485 -0.023420   0.006519  \n 386393   3272.8602  0.032637   0.003554  \n \n [2479 rows x 15 columns],\n 603000:         stkcode        date  stkclose        trdsum  dampltd        rf  \\\n 224      603000  2013-01-07     38.16  1.731104e+08   4.7325  0.000107   \n 337      603000  2013-01-08     38.60  1.781734e+08   4.1929  0.000107   \n 450      603000  2013-01-09     38.68  1.579887e+08   4.0933  0.000107   \n 563      603000  2013-01-10     39.00  1.315818e+08   2.5078  0.000107   \n 676      603000  2013-01-11     39.12  2.096294e+08   2.2051  0.000107   \n ...         ...         ...       ...           ...      ...       ...   \n 385842   603000  2023-03-27     19.21  2.015051e+09   7.1698  0.000067   \n 385980   603000  2023-03-28     18.91  2.200893e+09   8.4852  0.000067   \n 386118   603000  2023-03-29     20.20  2.631669e+09  11.9513  0.000067   \n 386256   603000  2023-03-30     19.00  1.925006e+09   6.8317  0.000067   \n 386394   603000  2023-03-31     18.89  1.239454e+09   5.7895  0.000067   \n \n         RiskPremium1      SMB1      HML1      RMW1      CMA1  YYYYmm  \\\n 224         0.003761  0.010096 -0.002014 -0.004582  0.000641  201301   \n 337        -0.006667  0.012550 -0.007672 -0.001519  0.002452  201301   \n 450        -0.001212  0.002407 -0.003288  0.001126 -0.000336  201301   \n 563         0.003885  0.002622  0.004782 -0.003027  0.000300  201301   \n 676        -0.016251 -0.004473  0.000358 -0.000219 -0.008375  201301   \n ...              ...       ...       ...       ...       ...     ...   \n 385842     -0.006374  0.002265 -0.003920 -0.000093 -0.003669  202303   \n 385980      0.000790 -0.005440  0.003884  0.000231  0.002473  202303   \n 386118     -0.002534 -0.005063 -0.004080 -0.000682 -0.001761  202303   \n 386256      0.005986 -0.012989 -0.000733  0.008088 -0.001436  202303   \n 386394      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n \n         indexclose   stkdret  indexdret  \n 224      2285.3640  0.025748   0.003670  \n 337      2276.0700  0.011464  -0.004075  \n 450      2275.3400  0.002070  -0.000321  \n 563      2283.6580  0.008239   0.003649  \n 676      2242.9970  0.003072  -0.017966  \n ...            ...       ...        ...  \n 385842   3251.3971  0.034961  -0.004375  \n 385980   3245.3760 -0.015740  -0.001854  \n 386118   3240.0568  0.065992  -0.001640  \n 386256   3261.2485 -0.061244   0.006519  \n 386394   3272.8602 -0.005806   0.003554  \n \n [2488 rows x 15 columns],\n 603636:         stkcode        date  stkclose       trdsum  dampltd        rf  \\\n 57281    603636  2015-01-05     26.05     552260.0   0.0000  0.000140   \n 57409    603636  2015-01-06     28.66     699304.0   0.0000  0.000139   \n 57537    603636  2015-01-07     31.53    2244936.0   0.0000  0.000138   \n 57665    603636  2015-01-08     34.68   10046796.0   0.0000  0.000136   \n 57793    603636  2015-01-09     38.15   52442135.0   0.0000  0.000135   \n ...         ...         ...       ...          ...      ...       ...   \n 385843   603636  2023-03-27     16.75  784364404.0   5.7740  0.000067   \n 385981   603636  2023-03-28     16.09  732088388.0   5.8507  0.000067   \n 386119   603636  2023-03-29     16.49  942724865.0   6.7744  0.000067   \n 386257   603636  2023-03-30     16.78  781530101.0   6.9739  0.000067   \n 386395   603636  2023-03-31     16.71  515813984.0   3.6949  0.000067   \n \n         RiskPremium1      SMB1      HML1      RMW1      CMA1  YYYYmm  \\\n 57281       0.038743 -0.025111  0.016542  0.015283  0.003094  201501   \n 57409      -0.001800  0.005747 -0.006832 -0.008563 -0.003258  201501   \n 57537       0.004623 -0.000960  0.001838  0.010447  0.009023  201501   \n 57665      -0.027421  0.014263 -0.015462 -0.002818  0.003768  201501   \n 57793      -0.000124 -0.006551  0.001380  0.001702 -0.000695  201501   \n ...              ...       ...       ...       ...       ...     ...   \n 385843     -0.006374  0.002265 -0.003920 -0.000093 -0.003669  202303   \n 385981      0.000790 -0.005440  0.003884  0.000231  0.002473  202303   \n 386119     -0.002534 -0.005063 -0.004080 -0.000682 -0.001761  202303   \n 386257      0.005986 -0.012989 -0.000733  0.008088 -0.001436  202303   \n 386395      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n \n         indexclose   stkdret  indexdret  \n 57281    3350.5190  0.095387   0.035186  \n 57409    3351.4460  0.095485   0.000277  \n 57537    3373.9540  0.095437   0.006693  \n 57665    3293.4560  0.095224  -0.024148  \n 57793    3285.4120  0.095363  -0.002445  \n ...            ...       ...        ...  \n 385843   3251.3971  0.028461  -0.004375  \n 385981   3245.3760 -0.040200  -0.001854  \n 386119   3240.0568  0.024556  -0.001640  \n 386257   3261.2485  0.017434   0.006519  \n 386395   3272.8602 -0.004180   0.003554  \n \n [1927 rows x 15 columns],\n 603918:         stkcode        date  stkclose        trdsum  dampltd        rf  \\\n 70159    603918  2015-06-01     16.56  2.152800e+04   0.0000  0.000078   \n 70299    603918  2015-06-02     18.22  4.008400e+04   0.0000  0.000078   \n 70439    603918  2015-06-03     20.04  7.615200e+04   0.0000  0.000079   \n 70579    603918  2015-06-04     22.04  1.168120e+05   0.0000  0.000079   \n 70719    603918  2015-06-05     24.24  5.332800e+04   0.0000  0.000079   \n ...         ...         ...       ...           ...      ...       ...   \n 385844   603918  2023-03-27     14.20  1.089724e+09  12.4715  0.000067   \n 385982   603918  2023-03-28     13.15  7.561476e+08   5.8451  0.000067   \n 386120   603918  2023-03-29     13.80  9.069666e+08   7.9087  0.000067   \n 386258   603918  2023-03-30     14.90  1.242888e+09  15.7971  0.000067   \n 386396   603918  2023-03-31     15.95  1.323222e+09  10.9396  0.000067   \n \n         RiskPremium1      SMB1      HML1      RMW1      CMA1  YYYYmm  \\\n 70159       0.050922  0.009016  0.000261 -0.000397 -0.004752  201506   \n 70299       0.015448  0.033228 -0.007595 -0.008258 -0.000110  201506   \n 70439       0.000583  0.012676  0.008341 -0.000996  0.000409  201506   \n 70579       0.013310 -0.010739  0.010264 -0.000891 -0.003567  201506   \n 70719       0.014820  0.008353 -0.002825 -0.004730  0.002318  201506   \n ...              ...       ...       ...       ...       ...     ...   \n 385844     -0.006374  0.002265 -0.003920 -0.000093 -0.003669  202303   \n 385982      0.000790 -0.005440  0.003884  0.000231  0.002473  202303   \n 386120     -0.002534 -0.005063 -0.004080 -0.000682 -0.001761  202303   \n 386258      0.005986 -0.012989 -0.000733  0.008088 -0.001436  202303   \n 386396      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n \n         indexclose   stkdret  indexdret  \n 70159    4828.7380  0.095612   0.045979  \n 70299    4910.5270  0.095530   0.016796  \n 70439    4909.9780  0.095210  -0.000112  \n 70579    4947.1020  0.095129   0.007532  \n 70719    5023.0960  0.095145   0.015245  \n ...            ...       ...        ...  \n 385844   3251.3971  0.076820  -0.004375  \n 385982   3245.3760 -0.076820  -0.001854  \n 386120   3240.0568  0.048247  -0.001640  \n 386258   3261.2485  0.076693   0.006519  \n 386396   3272.8602  0.068098   0.003554  \n \n [1812 rows x 15 columns],\n 900926:         stkcode        date  stkclose     trdsum  dampltd        rf  \\\n 225      900926  2013-01-07     1.197  1332952.0   4.9608  0.000107   \n 338      900926  2013-01-08     1.281  3115377.0   9.5238  0.000107   \n 451      900926  2013-01-09     1.259  1489875.0   5.7767  0.000107   \n 564      900926  2013-01-10     1.284   956601.0   4.6863  0.000107   \n 677      900926  2013-01-11     1.242  1214008.0   4.3614  0.000107   \n ...         ...         ...       ...        ...      ...       ...   \n 385845   900926  2023-03-27     3.290  4462151.0   0.9777  0.000067   \n 385983   900926  2023-03-28     3.285  2678273.0   0.7903  0.000067   \n 386121   900926  2023-03-29     3.294  3832355.0   0.8524  0.000067   \n 386259   900926  2023-03-30     3.262  4901690.0   1.5786  0.000067   \n 386397   900926  2023-03-31     3.302  5223951.0   1.6248  0.000067   \n \n         RiskPremium1      SMB1      HML1      RMW1      CMA1  YYYYmm  \\\n 225         0.003761  0.010096 -0.002014 -0.004582  0.000641  201301   \n 338        -0.006667  0.012550 -0.007672 -0.001519  0.002452  201301   \n 451        -0.001212  0.002407 -0.003288  0.001126 -0.000336  201301   \n 564         0.003885  0.002622  0.004782 -0.003027  0.000300  201301   \n 677        -0.016251 -0.004473  0.000358 -0.000219 -0.008375  201301   \n ...              ...       ...       ...       ...       ...     ...   \n 385845     -0.006374  0.002265 -0.003920 -0.000093 -0.003669  202303   \n 385983      0.000790 -0.005440  0.003884  0.000231  0.002473  202303   \n 386121     -0.002534 -0.005063 -0.004080 -0.000682 -0.001761  202303   \n 386259      0.005986 -0.012989 -0.000733  0.008088 -0.001436  202303   \n 386397      0.003611  0.009281 -0.002449 -0.005996 -0.001176  202303   \n \n         indexclose   stkdret  indexdret  \n 225      2285.3640  0.040926   0.003670  \n 338      2276.0700  0.067823  -0.004075  \n 451      2275.3400 -0.017323  -0.000321  \n 564      2283.6580  0.019662   0.003649  \n 677      2242.9970 -0.033257  -0.017966  \n ...            ...       ...        ...  \n 385845   3251.3971  0.005181  -0.004375  \n 385983   3245.3760 -0.001521  -0.001854  \n 386121   3240.0568  0.002736  -0.001640  \n 386259   3261.2485 -0.009762   0.006519  \n 386397   3272.8602  0.012188   0.003554  \n \n [2906 rows x 15 columns]}"
     },
     "execution_count": 110,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "data={}\n",
    "for i in np.unique(stock_5_index['stkcode'].values):\n",
    "    data[i]=stock_5_index[stock_5_index['stkcode']==i]\n",
    "    data[i]['stkdret']=np.log(data[i]['stkclose'])-np.log(data[i]['stkclose'].shift(periods=1))\n",
    "    data[i]['indexdret']=np.log(data[i]['indexclose'])-np.log(data[i]['indexclose'].shift(periods=1))\n",
    "    data[i].dropna(inplace=True)\n",
    "    data[i].to_excel(f'{i}.xlsx',index=False)\n",
    "data"
   ],
   "metadata": {
    "collapsed": false
   }
  },
  {
   "cell_type": "code",
   "execution_count": 112,
   "outputs": [],
   "source": [
    "df=pd.DataFrame({'code':list(np.unique(stock_5_index['stkcode'].values))})\n",
    "df.to_excel('stkcode.xlsx')"
   ],
   "metadata": {
    "collapsed": false
   }
  },
  {
   "cell_type": "code",
   "execution_count": 84,
   "outputs": [],
   "source": [
    "# stock=pivot_df.copy()\n",
    "# stock"
   ],
   "metadata": {
    "collapsed": false
   }
  },
  {
   "cell_type": "code",
   "execution_count": 85,
   "outputs": [],
   "source": [
    "# del pivot_df"
   ],
   "metadata": {
    "collapsed": false
   }
  },
  {
   "cell_type": "code",
   "execution_count": 86,
   "outputs": [],
   "source": [
    "# stock.dropna(inplace=True)\n",
    "# stock"
   ],
   "metadata": {
    "collapsed": false
   }
  },
  {
   "cell_type": "code",
   "execution_count": 86,
   "outputs": [],
   "source": [],
   "metadata": {
    "collapsed": false
   }
  }
 ],
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